Title of article :
Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models
Author/Authors :
Menéndez، نويسنده , , M.L. and Pardo، نويسنده , , L. and Pardo، نويسنده , , M.C.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum ϕ -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.
Keywords :
preliminary test estimator , Asymptotic coverage probability , Recentered confidence set , Minimum phi-divergence estimator
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics