A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
نویسندگان
چکیده
منابع مشابه
Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
In this paper a robust version of the Wald test statistic for composite likelihood is 11 considered by using the composite minimum density power divergence estimator instead of the 12 composite maximum likelihood estimator. This new family of test statistics will be called Wald-type 13 test statistics. The problem of testing a simple and a composite null hypothesis is considered and 14 the robu...
متن کاملMinimum density power divergence estimator for diffusion processes
In this paper, we consider the robust estimation for a certain class of diffusion processes including the Ornstein–Uhlenbeck process based on discrete observations. As a robust estimator, we consider the minimum density power divergence estimator (MDPDE) proposed by Basu et al. (Biometrika 85:549–559, 1998). It is shown that the MDPDE is consistent and asymptotically normal. A simulation study ...
متن کاملRobust Estimation in Linear Regression Model: the Density Power Divergence Approach
The minimum density power divergence method provides a robust estimate in the face of a situation where the dataset includes a number of outlier data. In this study, we introduce and use a robust minimum density power divergence estimator to estimate the parameters of the linear regression model and then with some numerical examples of linear regression model, we show the robustness of this est...
متن کاملMinimum Φ-divergence Estimator and Hierarchical Testing in Loglinear Models
In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum φ-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a φ-divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the prob...
متن کاملLinear Hypothesis Testing in Censored Regression Models
For testing a linear hypothesis in a censored regression (or censored “Tobit”) model, three test criteria and four test statistics based on least absolute deviations estimates of parameters are proposed and their limiting chi-square distributions are established. Some consistent estimates of nuisance parameters are obtained for use in computing the test statistics. A simulation study for small ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1295