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MEMBERS OF RESEARCH CENTER
Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Lectures and Presetations
Generalized Linear Models with Binary Data.
Lecturer:
From:
Jun. 19 2007 2:00PM
To:
Jun. 19 2007 3:00PM
Place:
room 474, ÚTIA AV ČR
Description:
The seminar will deal with some results about inference based on phi-divergence measures, under assumptions of Generalized Linear Models with binary data. The minimum phi-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator is considered. This estimator is used in a phi-divergence measurement, which is basis of new statistics for solving some important problems regarding the Generalized Linear Models with binary data: fitting the model, residuals and dimensional reduction.
Some simulation studies are carried out in order to see the behavior of the minimum phi-divergence estimators and phi-divergence statistics considered in the talk. Finally, an extension of the previous results is presented, when a multinomal response is considered instead of a binary response.
Some simulation studies are carried out in order to see the behavior of the minimum phi-divergence estimators and phi-divergence statistics considered in the talk. Finally, an extension of the previous results is presented, when a multinomal response is considered instead of a binary response.
Contact person:
Within the event:
Pravidelný seminář Rozhodování a řízení za neurčitosti. (Contact person: Miroslav Kárný)