Robust semiparametric inference for polytomous logistic regression with complex survey design

被引:7
作者
Castilla, Elena [1 ,2 ]
Ghosh, Abhik [3 ]
Martin, Nirian [4 ,5 ]
Pardo, Leandro [1 ,2 ]
机构
[1] Univ Complutense Madrid, Interdisciplinary Math Inst, Madrid 28040, Spain
[2] Univ Complutense Madrid, Dept Stat & OR, Madrid 28040, Spain
[3] Indian Stat Inst, Interdisciplinary Stat Res Unit, Kolkata 700108, India
[4] Univ Complutense Madrid, Interdisciplinary Math Inst, Madrid 28003, Spain
[5] Univ Complutense Madrid, Dept Financial Actuarial Econ & Stat, Madrid 28003, Spain
关键词
Cluster sampling; Design effect; Minimum quasi weighted DPD estimator; Polytomous logistic regression model; Pseudo minimum phi-divergence estimator; Quasi-likelihood; Robustness; DENSITY POWER DIVERGENCE; MINIMUM HELLINGER DISTANCE; MODELS; ESTIMATORS; EFFICIENCY; POINT; TESTS;
D O I
10.1007/s11634-020-00430-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for the polytomous logistic regression model with such a complex survey. This family of semiparametric estimators is a robust generalization of the maximum quasi weighted likelihood estimator exploiting the advantages of the popular density power divergence measure. Accordingly robust estimators for the design effects are also derived. Using the new estimators, robust testing of general linear hypotheses on the regression coefficients are proposed. Their asymptotic distributions and robustness properties are theoretically studied and also empirically validated through a numerical example and an extensive Monte Carlo study.
引用
收藏
页码:701 / 734
页数:34
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