Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models |
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| Authors: | ML Menéndez L Pardo MC Pardo |
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| Institution: | 1. Department of Applied Mathematics, E.T.S.A.M., Technical University of Madrid, Spain;2. Department of Statistics and O.R. I, Complutense University of Madrid, Spain |
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| Abstract: | In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum ?-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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| Keywords: | 62F25 62F30 62F12 62J99 |
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