✦ LIBER ✦

Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models

✍ Scribed by M.L. Menéndez; L. Pardo; M.C. Pardo

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 689 KB
Volume: 224
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2008.04.023

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✦ Synopsis

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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