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

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 overdisper...

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Veröffentlicht in:Advances in statistical analysis : AStA : a journal of the German Statistical Society 2018-07, Vol.102 (3), p.381-411
Hauptverfasser: Castilla, Elena, Martín, Nirian, Pardo, Leandro
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Sprache:eng
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Zusammenfassung: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 = 2 3 , is plugged.
ISSN:1863-8171
1863-818X
DOI:10.1007/s10182-017-0311-6