An example arising from Berkson's conjecture

Fountain, Robert L. ; Keating, Jerome P. ; Radhakrishna Rao, C. (1991) An example arising from Berkson's conjecture Communications in Statistics - Theory and Methods, 20 (11). pp. 3457-3472. ISSN 0361-0926

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Berkson (1980) conjectured that minimum x2 was a superior procedure to that of maximum likelihood, especially with regard to mean squared error. To explore his conjecture, we analyze his (1955) bioassay problem related to logistic regression. We consider not only the criterion of mean squared error for the comparison of these estimators, but also include alternative criteria such as concentration functions and Pitman's measure of closeness. The choice of these latter criteria is motivated by Rao's (1981) considerations of the shortcomings of mean squared error. We also include several Rao-Blackwellized versions of the minimum logit x2 the purpose of these comparisons.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
Keywords:Logistic Regression; Minimum Logit X2; Maximum Likelihood; Concentration Functions; Pitman's Measure of Closeness
ID Code:71870
Deposited On:28 Nov 2011 04:15
Last Modified:28 Nov 2011 04:15

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