Pseudo minimum phi-divergence estimator for multinomial logistic regression with complex sample design

Autor: Castilla, Elena, Martin, Nirian, Pardo, Leandro
Rok vydání: 2016
Předmět:
Druh dokumentu: Working Paper
Popis: This article develops the theoretical framework needed to study the multinomial logistic regression model for complex sample design with pseudo minimum phi-divergence estimators. Through a numerical example and simulation study new estimators are proposed for the parameter of the logistic regression model 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 results show that the Binder's method for the intra-cluster correlation coefficient exhibits an excellent performance when the pseudo minimum Cressie-Read divergence estimator, with lambda = 2/3 , is plugged.
Databáze: arXiv