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Robust Inference Based on Quasi-Likelihoods for Generalized Linear Models and Longitudinal Data

ContributorsCantoni, Evaorcid
Published inDevelopments in Robust Statistics. International Conference on Robust Statistics 2001, Editors Filzmoser, P. , Gather U. & Rousseeuw, P., p. 114-124
PublisherHeidelberg : Springer
Publication date2003
Abstract

In this paper we introduce and develop robust versions of quasi-likelihood functions for model selection via an analysis-of-deviance type of procedure in generalized linear models and longitudinal data analysis. These robust functions are built upon natural classes of robust estimators and can be seen as weighted versions of their classical counterparts. The asymptotic theory of these test statistics is stuided and their robustness properties are assessed for both generalized linear models and longitudinal data analysis. The proposed class of test statitstics yields reliable inference even under model contamination. The analysis of a real data set completes the article.

Keywords
  • Robust inference
  • Quasi-likelihood functions
  • Estimating equations
  • Generalized linear models
  • Longitudinal Data
Citation (ISO format)
CANTONI, Eva. Robust Inference Based on Quasi-Likelihoods for Generalized Linear Models and Longitudinal Data. In: Developments in Robust Statistics. International Conference on Robust Statistics 2001. Heidelberg : Springer, 2003. p. 114–124.
Identifiers
  • PID : unige:22975
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