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Minimum phi-divergence estimators for multinomial...
Journal article

Minimum phi-divergence estimators for multinomial logistic regression with complex sample design

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 λ=23$$\lambda =\frac{2}{3}$$, is plugged.

Authors

Castilla E; Martín N; Pardo L

Journal

AStA Advances in Statistical Analysis, Vol. 102, No. 3, pp. 381–411

Publisher

Springer Nature

Publication Date

July 13, 2018

DOI

10.1007/s10182-017-0311-6

ISSN

1863-8171

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