Analysis of φ-divergence for Loglinear Models with Constraints under Product-multinomial Sampling
Analysis of φ-divergence for Loglinear Models with Constraints under Product-multinomial Sampling作者机构:Department of Statistics and Finance University of Science and Technology of China Faculty of Applied Mathematics Guangdong University of Technology
出 版 物:《Acta Mathematicae Applicatae Sinica》 (应用数学学报(英文版))
年 卷 期:2013年第29卷第1期
页 面:93-104页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Supported by the National Natural Science Foundation of China (No. 10871188, 10801123, 11231010) Guang-dong Province Natural Science Fund (No.S2012040007622) the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02)
主 题:loglinear model product-multinomial sampling Restricted minimum C-divergence estimator(RMDE) C-divergence test statistics
摘 要:The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum C-divergence estimator (RMDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on C-divergence and RMCDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. Ia the last section, a simulation study is implemented.