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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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Bibliographic Details
Published in:Journal of computational and applied mathematics 2009-02, Vol.224 (1), p.193-203
Main Authors: Menéndez, M.L., Pardo, L., Pardo, M.C.
Format: Article
Language:English
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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.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2008.04.023