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
Pages
11
From page
193
To page
203
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
Serial Year
2009
Journal title
Journal of Computational and Applied Mathematics
Record number
1554790
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