کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1147238 | 957566 | 2008 | 20 صفحه PDF | دانلود رایگان |
We consider the problem of estimation of the parameters in Generalized Linear Models (GLM) with binary data when it is suspected that the parameter vector obeys some exact linear restrictions which are linearly independent with some degree of uncertainty. Based on minimum ϕϕ-divergence estimation (MϕE)(MϕE), we consider some estimators for the parameters of the GLM: Unrestricted MϕEMϕE, restricted MϕEMϕE, Preliminary MϕEMϕE, Shrinkage MϕEMϕE, Shrinkage preliminary MϕEMϕE, James–Stein MϕEMϕE, Positive-part of Stein-Rule MϕEMϕE and Modified preliminary MϕEMϕE. Asymptotic bias as well as risk with a quadratic loss function are studied under contiguous alternative hypotheses. Some discussion about dominance among the estimators studied is presented. Finally, a simulation study is carried out.
Journal: Journal of Multivariate Analysis - Volume 99, Issue 10, November 2008, Pages 2265–2284