A logistic regression analysis approach for sample survey data based on phi-divergence measures

preprint2016arXivOpen access

Abstract

A new family of minimum distance estimators for binary logistic regression models based on ϕϕ-divergence measures is introduced. The so called "pseudo minimum phi-divergence estimator"(PMϕϕE) family is presented as an extension of "minimum phi-divergence estimator" (MϕϕE) for general sample survey designs and contains, as a particular case, the pseudo maximum likelihood estimator (PMLE) considered in Roberts et al. \cite{r}. Through a simulation study it is shown that some PMϕϕEs have a better behaviour, in terms of efficiency, than the PMLE.

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