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Robust Logistic Regression for Binomial Responses

Number of pages34
PublisherGenève
Collection
  • Cahiers du département d'économétrie; 2000.06
Publication date2000
Abstract

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.

Keywords
  • Logistic regression
  • Misclassification
  • Robust statistics
  • M-estimators
  • Rao's score test
  • Influence function
  • Breastfeeding
Citation (ISO format)
VICTORIA-FESER, Maria-Pia. Robust Logistic Regression for Binomial Responses. 2000
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accessLevelPublic
Identifiers
  • PID : unige:6619
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Creation12/05/2010 11:16:00
First validation12/05/2010 11:16:00
Update14/03/2023 15:29:06
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