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A logistic regression analysis approach for sample survey data based on phi-divergence measures
- Publication Year :
- 2016
-
Abstract
- A new family of minimum distance estimators for binary logistic regression models based on $\phi$-divergence measures is introduced. The so called "pseudo minimum phi-divergence estimator"(PM$\phi$E) family is presented as an extension of "minimum phi-divergence estimator" (M$\phi$E) for general sample survey designs and contains, as a particular case, the pseudo maximum likelihood estimator (PMLE) considered in Roberts et al. \cite{r}. Through a simulation study it is shown that some PM$\phi$Es have a better behaviour, in terms of efficiency, than the PMLE.
- Subjects :
- Statistics - Methodology
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1611.02583
- Document Type :
- Working Paper