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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 1863-8171 1863-818X |
DOI: | 10.1007/s10182-017-0311-6 |