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A Logistic Regression Analysis Approach for Sample...
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A Logistic Regression Analysis Approach for Sample Survey Data Based on Phi-Divergence Measures

Abstract

A new family of minimum distance estimators for binary logistic regression models based on ϕ$$\phi $$-divergence measures is introduced. The so called “pseudo minimum phi-divergence estimator”(PMϕ$$\phi $$E) family is presented as an extension of “minimum phi-divergence estimator” (Mϕ$$\phi $$E) for general sample survey designs and contains, as a particular case, the pseudo maximum likelihood estimator (PMLE) considered in Roberts et al. (Biometrika 74:1–12, [8]). Through a simulation study it is shown that some PMϕ$$\phi $$Es have a better behaviour, in terms of efficiency, than the PMLE.

Authors

Castilla E; Martín N; Pardo L

Journal

Studies in Systems, Decision and Control, Vol. 142, , pp. 465–474

Publisher

Springer Nature

Publication Date

January 1, 2018

DOI

10.1007/978-3-319-73848-2_43

ISSN

2198-4182

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