Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model |
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| Authors: | M. L. Menéndez L. Pardo M. C. Pardo |
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| Affiliation: | (1) Department of Applied Mathematics, E.T.S.A.M, Technical University of Madrid, Madrid, Spain;(2) Department of Statistics and O.R. (I), Complutense University of Madrid, Madrid, Spain |
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| Abstract: | The problem of estimation of the parameters in a logistic regression model is considered under multicollinearity situation when it is suspected that the parameter of the logistic regression model may be restricted to a subspace. We study the properties of the preliminary test based on the minimum ϕ -divergence estimator as well as in the ϕ -divergence test statistic. The minimum ϕ -divergence estimator is a natural extension of the maximum likelihood estimator and the ϕ -divergence test statistics is a family of the test statistics for testing the hypothesis that the regression coefficients may be restricted to a subspace. |
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| Keywords: | Logistic regression model Phi-divergence test statistics Minimum phi-divergence estimator General linear hypotheses Preliminary ϕ -divergence test estimator |
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