| Analysis of ?-divergence for loglinear models with constraints under product-multinomial sampling |
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| 作者姓名： | Ying-hua JIN Yao-hua Wu |
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| 作者单位： | Department of Statistics and Finance, University of Science and Technology of China;Faculty of Applied Mathematics, Guangdong University of Technology |
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| 基金项目： | Supported by the National Natural Science Foundation of China (No. 10871188, 10801123, 11231010);Guang-dong Province Natural Science Fund (No.S2012040007622);the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02) |
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| 摘 要： | The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum φ-divergence estimator (RMφDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on φ-divergence and RMφDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. In the last section, a simulation study is implemented.
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| 关 键 词： | 对数线性模型 采样分析 分歧 产品 最大似然估计 检验统计量 统计数据 渐近展开 |
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