文章基本信息

标题：Convergence Theorems in Multinomial Saturated and Logistic Models
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作者：Erick Orozco-Acosta ; Humberto LLinás-Solano ; Javier Fonseca-Rodríguez 等
期刊名称：Revista Colombiana de Estadística
印刷版ISSN：2389-8976
出版年度：2020
卷号：43
期号：2
页码：211-231
DOI：10.15446/rce.v43n2.79151
出版社：Universidad Nacional de Colombia, sede Bogotá
摘要：In this paper, we develop a theoretical study about the logistic and saturated multinomial models when the response variable takes one of R ≥ 2 levels. Several theorems on the existence and calculations of the maximum likelihood (ML) estimates of the parameters of both models are presented and demonstrated. Furthermore, properties are identiﬁed and, based on an asymptotic theory, convergence theorems are tested for score vectors and information matrices of both models. Finally, an application of this theory is presented and assessed using data from the R statistical program.
关键词：Modelo logístico multinomial;Modelo saturado;Regresión logística;Estimador de máxima verosimilitud;Vector score;Matriz de información de Fisher