Divergence measures and logistic regression models

• Autores: Leandro Pardo Llorente
• Localización: VIII Journées Zaragoza-Pau de Mathématiques Appliquées et de Statistiques / coord. por Manuel Pedro Palacios Latasa, David Trujillo, Juan José Torrens Iñigo, Monique Madaune-Tort, María Cruz López de Silanes Busto, Gerardo Sanz Sáiz, 2003, ISBN 84-7733-720-9, págs. 415-423
• Idioma: inglés
• Enlaces
  • Texto completo (pdf)
• Resumen

  • In this paper we present a review of some results about inference based on f-divergence measures, under assumptions of logistic regression model . The minimum f-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator is considered. This estimator is used in a f-divergence measure which is the basis of new statistics for solving some important problems regarding logistic regression models: fitting the logistic regression model, residuals and dimensional reduction. Finally, an extension is presented when we consider a multinomial response instead a binary response.