Minimum phi-divergence estimator in logistic regression models

Springer Verlag 2023-06-20T09:43:09Z 2023-06-20T09:43:09Z 2006-01

A general class of minimum distance estimators for logistic regression models based on the phi- divergence measures is introduced: The minimum phi- divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as its behaviour in small samples through a simulation study.
DGI
Depto. de Estadística e Investigación Operativa
Fac. de Ciencias Matemáticas
TRUE
pub

519.22; Logistic regression model; Minimum C-divergence estimator; Monte Carlo simulation; Newton-Raphson method.; Estadística matemática (Matemáticas); 1209 Estadística; journal article

application/pdf
0932-5026
English

ESRCM oai:docta.ucm.es:20.500.14352/50241
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0932-5026
10.1007/s00362-005-0274-7
1413945682

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