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Minimum phi-divergence estimators for multinomial logistic regression with complex sample design
Authors:Elena Castilla  Nirian Martín  Leandro Pardo
Institution:1.Department of Statistics and Operations Research,Complutense University of Madrid,Madrid,Spain
Abstract:This article develops the theoretical framework needed to study the multinomial regression model for complex sample design with pseudo-minimum phi-divergence estimators. The numerical example and the simulation study propose new estimators for the parameter of the logistic regression with overdispersed multinomial distributions for the response variables, the pseudo-minimum Cressie–Read divergence estimators, as well as new estimators for the intra-cluster correlation coefficient. The simulation study shows that the Binder’s method for the intra-cluster correlation coefficient exhibits an excellent performance when the pseudo-minimum Cressie–Read divergence estimator, with \(\lambda =\frac{2}{3}\), is plugged.
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