Pseudo minimum phi-divergence estimator for multinomial logistic regression with complex sample design
Abstract
This article develops the theoretical framework needed to study the
multinomial logistic regression model for complex sample design with pseudo
minimum phi-divergence estimators. Through a numerical example and simulation
study new estimators are proposed for the parameter of the logistic regression
model 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 results show 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 = 2/3 , is plugged.