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Robust Logistic Regression for Binomial Responses

Contributeurs/tricesVictoria-Feser, Maria-Pia
Nombre de pages34
Maison d'éditionGenève
Collection
  • Cahiers du département d'économétrie; 2000.06
Date de publication2000
Résumé

In this paper robustness properties of the maximum likelihood estimator (MLE) and several robust estimators for the logistic regression model when the responses are binary are analysed analytically by means of the Influence Function (IF) and empirically by means of simulations. It is found that the MLE and the classical Rao's score test can be misleading in the presence of model misspecification which in the context of logistic regression means either misclassification errors in the responses or extreme data points in the design space. A general framework for robust estimation and testing is presented and a robust estimator as well as a robust testing procedure are presented. It is shown that they are less influenced by model misspecifications than their classical counterparts and they are applied to the analysis of binary data from a study on breastfeeding.

Mots-clés
  • Logistic regression
  • Misclassification
  • Robust statistics
  • M-estimators
  • Rao's score test
  • Influence function
  • Breastfeeding
Citation (format ISO)
VICTORIA-FESER, Maria-Pia. Robust Logistic Regression for Binomial Responses. 2000
Fichiers principaux (1)
Report
accessLevelPublic
Identifiants
  • PID : unige:6619
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Informations techniques

Création12.05.2010 11:16:00
Première validation12.05.2010 11:16:00
Heure de mise à jour14.03.2023 15:29:06
Changement de statut14.03.2023 15:29:06
Dernière indexation15.01.2024 19:58:51
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