Journal of the Korean Statistical Society

  • 제24권1호
  • /
  • Pages.1-18
  • /
  • 1995
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Statistical Estimation for Generalized Logit Model of Nominal Type with Bootstrap Method

  • Cho, Joong-Jae (Department of Statistics, Chungbuk National University, Cheonju 360-763) ;
  • Han, Jeong-Hye (Department of Statistics, Chungbuk National University, Cheonju 360-763)
  • 발행 : 1995.06.01
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초록

The generalized logit model of nominal type with random regressors is studied for bootstrapping. In particular, asymptotic normality and consistency of bootstrap model estimators are derived. It is shown that the bootstrap approximation to the distribution of the maximum likelihood estimators is valid for alsomt all sample sequences.

키워드

참고문헌

  1. Jahresbericht der Deutschen Mathematiker-Vereiningung v.86 Bootstrap Methods in Statistics Beran,R.J.
  2. Annals of Statistics v.7 Bootstrap Methods Efron,B.
  3. Annals of Statistics v.13 Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear models Fahrmeir;Kaufmann,H.
  4. Annals of Statistics v.9 Bootstrapping Regression Models Freedman,D.A.
  5. Journal of the Royal Statistical Society B v.151 The Bootstrap Hinkley,D.
  6. Applied Logistic Regression Hosmer,D.W.;Lemeshow,S.
  7. Theory and Methods v.19 no.7 Bootstrapping Logistic Regression Models with Random Regressors Lee,K.W.
  8. Journal of the Korean Statistical Society v.21 no.1 Bootstrapping Generalized Linear Models with Random Regressors Lee,K.W.;Kim,C.R.;Sohn,K.T.;Jeong,K.M.
  9. Theory of Point Estimation Lehmann,E.L.
  10. Generalized Linear Models(2nd ed.) McCullagh,P.;Nelder,J.A.