Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models

Menéndez Calleja, María LuisaPardo Llorente, LeandroPardo Llorente, María del Carmen2023-06-202023-06-202009-02-010377-042710.1016/j.cam.2008.04.023https://hdl.handle.net/20.500.14352/42451In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum phi-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate sample sizes.engConfidence sets and coverage probabilities based on preliminary estimators in logistic regression modelsjournal articlehttp://www.sciencedirect.com/science/article/pii/S0377042708001891http://www.sciencedirect.com/science/open access519.21Preliminary test estimatorAsymptotic coverage probabilityMinimum phi-divergence estimatorRecentered confidence setEstadística matemática (Matemáticas)1209 Estadística