Search

Start Over Creator Pardo, Leandro

1. Choosing the best ϕ-divergence goodness-of-fit statistic in multinomial sampling for loglinear models with linear constraints

Creator:
Martin, Nirian and Pardo, Leandro
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
loglinear models, multinomial sampling, restricted maximum likelihood estimator, goodness-of-fit, Ir-divergence measure, and Rényi´s divergence measure
Language:
English
Description:
In this paper we present a simulation study to analyze the behavior of the ϕ-divergence test statistics in the problem of goodness-of-fit for loglinear models with linear constraints and multinomial sampling. We pay special attention to the Rényi's and Ir-divergence measures.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Robust median estimator for generalized linear models with binary responses

Creator:
Hobza, Tomáš, Pardo, Leandro, and Vajda, Igor
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
generalized linear models, binary responses, statistical smoothing, statistical enhancing, maximum likehood estimator, median estimator, consistency, efficiency, and robustness
Language:
English
Description:
The paper investigates generalized linear models (GLM's) with binary responses such as the logistic, probit, log-log, complementary log-log, scobit and power logit models. It introduces a median estimator of the underlying structural parameters of these models based on statistically smoothed binary responses. Consistency and asymptotic normality of this estimator are proved. Examples of derivation of the asymptotic covariance matrix under the above mentioned models are presented. Finally some comments concerning a method called enhancement and robustness of median estimator are given and results of simulation experiment comparing behavior of median estimator with other robust estimators for GLM's known from the literature are reported.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public