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A New Family of BAN Estimators for Polytomous Logistic Regression Models based on ?- Divergence Measures |
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| Authors: | A K Gupta D Kasturiratna T Nguyen L Pardo |
| Institution: | (1) Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, USA;(2) Department of Statistics and O.R., Faculty of Mathematics, Complutense University of Madrid, 28040 Madrid, Spain |
| Abstract: | In this paper we study polytomous logistic regression model and the asymptotic properties of the minimum ϕ-divergence estimators for this model. A simulation study is conducted to analyze the behavior of these estimators as function of the power-divergence measure ϕ(λ) Research partially done when was visiting the Bowling Green State University as the Distinguished Lukacs Professor |
| Keywords: | Multinomial sampling Kullback– Leibler divergence measure Minimum ϕ -divergence estimator Polytomous regression model |
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