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.
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.
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)