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Minimum Φ-divergence estimator in logistic regression models |
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| Authors: | Julio Angel Pardo Leandro Pardo María del Carmen Pardo |
| Institution: | (1) Department of Statistics and O.R., Complutense University of Madrid, Madrid, Spain |
| Abstract: | A general class of minimum distance estimators for logistic regression models based on the ϕ-divergence measures is introduced: The minimum ϕ-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as its behaviour in small samples throught a simulation study. This work was supported partially by Grant DGI (BMF2003-00892). |
| Keywords: | Logistic regression model Minimum ϕ -divergence estimator Monte Carlo simulation Newton-Raphson method |
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