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arXiv · 1611.02583

A logistic regression analysis approach for sample survey data based on phi-divergence measures

Elena Castilla·Nirian Martin·Leandro Pardo
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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.

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Elena Castilla, Nirian Martin, Leandro Pardo. 2016-11-08. A logistic regression analysis approach for sample survey data based on phi-divergence measures. https://arxiv.org/abs/1611.02583

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