New families of estimators and test statistics in log-linear models

Nirian Martín and Leandro Pardo

Journal of Multivariate Analysis, 2008, vol. 99, issue 8, 1590-1609

Abstract: In this paper we consider categorical data that are distributed according to a multinomial, product-multinomial or Poisson distribution whose expected values follow a log-linear model and we study the inference problem of hypothesis testing in a log-linear model setting. The family of test statistics considered is based on the family of [phi]-divergence measures. The unknown parameters in the log-linear model under consideration are also estimated using [phi]-divergence measures: Minimum [phi]-divergence estimators. A simulation study is included to find test statistics that offer an attractive alternative to the Pearson chi-square and likelihood-ratio test statistics.

Keywords: 62H17; Asymptotic; distributions; Nested; hypotheses; Poisson; sampling; Multinomial; sampling; Product-multinomial; sampling; Minimum; [phi]-divergence; estimator; [phi]-divergence; test; statistics (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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