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An example arising from berkson's conjecture
Authors:Robert L Fountain  Jerome P Keating  C Radhakrishna Rao
Institution:1. University of Texas , San Antonio;2. Pennsylvania State University
Abstract:Berkson (1980) conjectured that minimum x2 was a superior procedure to that of maximum likelihood, especially with regard to mean squared error. To explore his conjecture, we analyze his (1955) bioassay problem related to logistic regression. We consider not only the criterion of mean squared error for the comparison of these estimators, but also include alternative criteria such as concentration functions and Pitman's measure of closeness. The choice of these latter criteria is motivated by Rao's (1981) considerations of the shortcomings of mean squared error. We also include several Rao-Blackwellized versions of the minimum logit x2 the purpose of these comparisons.
Keywords:Logistic regression  Minimum logit x2  Maximum likelihood  Concentration functions  Pitman's measure of closeness
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