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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:224

Article

Menendez, M. L.²  Pardo, L.¹  Pardo, M. C.¹ 

[1] Univ Complutense Madrid, Dept Stat & OR 1, E-28040 Madrid, Spain

[2] Tech Univ Madrid, ETSAM, Dept Appl Math, Madrid, Spain

关键词: Preliminary test estimator;    Asymptotic coverage probability;    Minimum phi-divergence estimator;    Recentered confidence set;   

DOI  :  10.1016/j.cam.2008.04.023

来源: Elsevier

【 摘 要 】

In 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. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free