|
|||||
|
|
On Second Order Admissibilities in Two-Parameter Logistic Regression Model |
|
| Authors: | Hidekazu Tanaka Chie Obayashi Yoshiji Takagi |
| Institution: | 1. Faculty of Liberal Arts and Sciences, Osaka Prefecture University, Osaka, Japantanaka@ms.osakafu-u.ac.jp;3. Graduate School of Engineering, Osaka Prefecture University, Osaka, Japan;4. Faculty of Education, Nara University of Education, Takabatake-cho, Nara, Japan |
| Abstract: | In two-parameter family of distribution, conditions for a modified maximum likelihood estimator to be second-order admissible are given. Applying these results to two-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second-order inadmissible and the Rao-Blackwellized minimum logit chi-squared estimator is second-order admissible if and only if the number of the doses is greater than or equal to 6. |
| Keywords: | Modified maximum likelihood estimator Rao-Blackwellized minimum logit chi-squared estimator Second-order admissibility Two-parameter logistic regression model |