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Testing equality restrictions in generalized linear models for multinomial data

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Abstract

Based on \({\phi }\) -divergences an estimator of the generalized linear models for multinomial data under linear restrictions on the parameters is considered. New test statistics, also based on \({\phi }\) -divergences are considered as alternatives to the classical ones for testing a hypothesis about linear restrictions on the parameters. The asymptotic distribution of them is obtained under the null hypothesis as well as under contiguous local hypotheses. An application of the estimators and the tests is illustrated in a numerical example and in simulation studies.

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Authors and Affiliations

  1. Department of Statistics and Operation Research (I), Complutense University of Madrid, 28040, Madrid, Spain

    M. C. Pardo

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  1. M. C. Pardo
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Correspondence to M. C. Pardo.

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Pardo, M.C. Testing equality restrictions in generalized linear models for multinomial data. Metrika 73, 231–253 (2011). https://doi.org/10.1007/s00184-009-0275-y

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  • DOI: https://doi.org/10.1007/s00184-009-0275-y

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