RT Journal Article
T1 Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
A1 Menéndez Calleja, María Luisa
A1 Pardo Llorente, Leandro
A1 Pardo Llorente, María del Carmen
AB We consider the problem of estimation of the parameters in Generalized Linear Models (GLM) with binary data when it is suspected that the parameter vector obeys some exact linear restrictions which are linearly independent with some degree of uncertainty. Based on minimum phi-divergence estimation (M phi E), we consider some estimators for the parameters of the GLM: Unrestricted M phi E, restricted M phi E, Preliminary M phi E, Shrinkage M phi E, Shrinkage preliminary M phi E, James-Stein M phi E, Positive-part of Stein-Rule M phi E and Modified preliminary M phi E. Asymptotic bias as well as risk with a quadratic loss function are studied under contiguous alternative hypotheses. Some discussion about dominance among the estimators studied is presented. Finally, a simulation study is carried out.
PB Academic Press
SN 0047-259X
YR 2008
FD 2008-11
LK https://hdl.handle.net/20.500.14352/50252
UL https://hdl.handle.net/20.500.14352/50252
LA eng
DS Docta Complutense
RD 27 dic 2025