Abstract
The problem of estimation of the parameters in a logistic regression model is considered under multicollinearity situation when it is suspected that the parameter of the logistic regression model may be restricted to a subspace. We study the properties of the preliminary test based on the minimum ϕ -divergence estimator as well as in the ϕ -divergence test statistic. The minimum ϕ -divergence estimator is a natural extension of the maximum likelihood estimator and the ϕ -divergence test statistics is a family of the test statistics for testing the hypothesis that the regression coefficients may be restricted to a subspace.
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Menéndez, M.L., Pardo, L. & Pardo, M.C. Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model. Stat Papers 50, 277–300 (2009). https://doi.org/10.1007/s00362-007-0078-z
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DOI: https://doi.org/10.1007/s00362-007-0078-z