Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models
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 moderat...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2009 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/42451 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/42451 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.21 Preliminary test estimator Asymptotic coverage probability Minimum phi-divergence estimator Recentered confidence set Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | 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. |
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