# Minimum phi divergence estimator and hierarchical testing in loglinear models

@inproceedings{Cressie2000MinimumPD, title={Minimum phi divergence estimator and hierarchical testing in loglinear models}, author={Noel Cressie and Leandro Pardo}, year={2000} }

In this paper we consider inference based on very general divergence measures, under assumptions of multinomial sampling and loglinear models. We define the minimum phi-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. This estimator is then used in a phi-divergence goodness-of-fit statistic, which is the basis of two new statistics for solving the problem of testing a nested sequence of loglinear models.

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## 38 Citations

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