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Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models
In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum ϕ -divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate...
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Published in: | Journal of computational and applied mathematics 2009-02, Vol.224 (1), p.193-203 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites |
Online Access: | Get full text |
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Summary: | In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum
ϕ
-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate sample sizes. |
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ISSN: | 0377-0427 1879-1778 |
DOI: | 10.1016/j.cam.2008.04.023 |