On Second Order Admissibilities in Two-Parameter Logistic Regression Model

Hidekazu Tanaka, Chie Obayashi and Yoshiji Takagi

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 9, 1958-1966

Abstract: In two-parameter family of distribution, conditions for a modified maximum likelihood estimator to be second-order admissible are given. Applying these results to two-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second-order inadmissible and the Rao-Blackwellized minimum logit chi-squared estimator is second-order admissible if and only if the number of the doses is greater than or equal to 6.

Date: 2015
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DOI: 10.1080/03610926.2013.766338

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