Robust estimation in the logistic regression model

Journal of Statistical Planning and Inference

Volumn 98, Issue 1-2, 2001, Pages 211-223

  Kordzakhia, N ^a   Mishra, G D ^a   Reiersolmoen L ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

62F12; 62F35; Generalized linear model; Logistic regression; M estimates; Robust

Indexed keywords

EID: 0042909087     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00312-8     Document Type: Article

References (18)

1. Bianco A.M., Yohai V.J. Robust estimation in the logistic regression model. Reider H. In Robust Statistics, Data Analysis, and Computer Intensive Methods. 1996;17-34 Springer, New York.
2. Chitashvili R., Kordzakhia N. Robust estimation of the parameter in a contaminated Markov model. Math. Methods Statist. 7:1998;296-318.
3. Cook R.D., Weisberg S. Residuals and Influence in Regression. 1982;Chapman & Hall, London.
4. Copas J.B. Binary regression models for contaminated data. J. Roy. Statist. Soc. B. 50:1988;225-265.
5. Dobson A.J. An Introduction to Generalized Linear Models. 1990;Chapman & Hall, London.
6. Greenwood P., Shiryaev A.N. Contiguity and the Statistical Invariance Principle. 1985;Gordon and Breach, New York.
7. Hájek J., Šidak Z. Theory of Rank Tests. 1967;Academic Press, New York.
8. Hampel F.R., Ronchetti E., Rousseeuw P.J., Stahel W. Robust Statistics: The Approach Based on Influence Functions. 1986;Wiley, New York.
9. Jacod J., Shiryaev A.N. Limit Theorems for Stochastic Processes. 1987;Springer, New York.
10. Künsch H.R. Infinitesimal robustness for autoregressive processes. Ann. Statist. 12:1984;843-863.
11. Künsch H.R., Stefanski L.A., Carroll R.J. Conditionally unbiased bounded-influence estimation in general regression models, with applications to generalized linear models. J. Amer. Statist. Assoc. 84:1989;460-466.
12. Lazrieva N., Toronjadze T. Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Proc. A Razmadze Math. Inst. 115:1997;97-120.
13. Le Cam L. Asymptotic Methods in Statistical Decision Theory. 1986;Springer, New York.
14. Marazzi A. Algorithms, Routines, and S Functions for Robust Statistics. 1993;Wadsworth & Brooks/Cole Publishing Company, Belmont, CA.
15. Martin R., Yohai V. Influence functionals for time series. Ann. Statist. 14:1986;781-818.
16. Pregibon D. Resistant fits for some commonly used logistic models with medical applications. Biometrics. 38:1982;485-498.
17. Richardson A.M. Bounded influence estimation in the mixed linear model. J. Amer. Statist. Assoc. 92:1997;154-161.
18. Stefanski L.A., Carroll R.J., Ruppert D. Optimally bounded score functions for generalized linear models with applications to logistic regression. Biometrika. 73:1986;413-425.