메뉴 건너뛰기




Volumn 96, Issue 455, 2001, Pages 1022-1030

Robust inference for generalized linear models

Author keywords

Binomial regression; Influence function; M estimators; Model selection; Poisson regression; Quasi likehood; Robust deviance; Robustness of efficiency; Robustness of validity

Indexed keywords


EID: 0442312206     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214501753209004     Document Type: Article
Times cited : (313)

References (40)
  • 1
    • 0010805232 scopus 로고
    • Fréchet Differentiability of Statistical Functionals and Implications to Robust Statistics
    • S. Morgenthaler, E. Ronchetti, and W. A. Stahel, Cambridge, MA: Birkhauser
    • Bednarski, T. (1993), “Fréchet Differentiability of Statistical Functionals and Implications to Robust Statistics,” in New Directions in Statistical Data Analysis and Robustness, eds. S. Morgenthaler, E. Ronchetti, and W. A. Stahel, Cambridge, MA: Birkhauser, pp. 25–34.
    • (1993) New Directions in Statistical Data Analysis and Robustness , pp. 25-34
    • Bednarski, T.1
  • 2
    • 0000287514 scopus 로고
    • A Note on Asymmetry and Robustness in Linear Regression
    • Carroll, R. J., and Welsh, A. H. (1988), “A Note on Asymmetry and Robustness in Linear Regression,” American Statistician, 42, 285–287.
    • (1988) American Statistician , vol.42 , pp. 285-287
    • Carroll, R.J.1    Welsh, A.H.2
  • 3
    • 0001239553 scopus 로고
    • Nonsmooth Analysis and Frechet Differentiability of M-Functionals
    • Clarke, B. R. (1986), “Nonsmooth Analysis and Frechet Differentiability of M-Functionals,” Probability Theory and Related Fields, 73, 197–209.
    • (1986) Probability Theory and Related Fields , vol.73 , pp. 197-209
    • Clarke, B.R.1
  • 4
    • 0001008882 scopus 로고
    • [Algorithm AS 155] The Distribution of a Linear Combination of.2 Random Variables (AS R53: 84V33 P366–369)
    • Davies, R. B. (1980), “[Algorithm AS 155] The Distribution of a Linear Combination of.2 Random Variables (AS R53: 84V33 P366–369),” Applied Statistics, 29, 323–333.
    • (1980) Applied Statistics , vol.29 , pp. 323-333
    • Davies, R.B.1
  • 5
    • 0000663588 scopus 로고
    • [Algorithm AS 256] The Distribution of a Quadratic Form in Normal Variables
    • Farebrother, R. W. (1990), “[Algorithm AS 256] The Distribution of a Quadratic Form in Normal Variables,” Applied Statistics, 39, 294–309.
    • (1990) Applied Statistics , vol.39 , pp. 294-309
    • Farebrother, R.W.1
  • 6
    • 84950646761 scopus 로고
    • The Influence Curve and Its Role in Robust Estimation
    • Hampel, F. R. (1974), “The Influence Curve and Its Role in Robust Estimation,” Journal of the American Statistical Association, 69, 383–393.
    • (1974) Journal of the American Statistical Association , vol.69 , pp. 383-393
    • Hampel, F.R.1
  • 8
    • 0000533485 scopus 로고
    • Approximate Likelihood Ratios for General Estimating Functions
    • Hanfelt, J. J., and Liang, K.-Y. (1995), “Approximate Likelihood Ratios for General Estimating Functions,” Biometrika, 82, 461–477.
    • (1995) Biometrika , vol.82 , pp. 461-477
    • Hanfelt, J.J.1    Liang, K.-Y.2
  • 9
    • 21144483998 scopus 로고
    • Lower Bounds for Contamination Bias: Globally Minimax Versus Locally Linear Estimation
    • He, X., and Simpson, D. G. (1993), “Lower Bounds for Contamination Bias: Globally Minimax Versus Locally Linear Estimation,” Annals of Statistics, 21, 314–337.
    • (1993) Annals of Statistics , vol.21 , pp. 314-337
    • He, X.1    Simpson, D.G.2
  • 15
    • 0001507590 scopus 로고
    • Computing the Distribution of Quadratic Forms in Normal Variables
    • Imhof, J. P. (1961), “Computing the Distribution of Quadratic Forms in Normal Variables,” Biometrika, 48, 352–363.
    • (1961) Biometrika , vol.48 , pp. 352-363
    • Imhof, J.P.1
  • 17
    • 0000648982 scopus 로고
    • Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, With Applications to Generalized Linear Models
    • Künsch, H. R., Stefanski, L. A., and Carroll, R. J. (1989), “Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, With Applications to Generalized Linear Models,” Journal of the American Statistical Association, 84, 460–466.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 460-466
    • Künsch, H.R.1    Stefanski, L.A.2    Carroll, R.J.3
  • 18
    • 0026062822 scopus 로고
    • The Conservation of Arboreal Marsupials in the Montane Ash Forests of the Central Highlands of Victoria, South-East Australia: III. The Habitat Requirements of Leadbeaters Possum Gymnobelideus leadbeateri and Models of the Diversity and Abundance of Arboreal Marsupials,”
    • Lindenmayer, D. B., Cunningham, R. B., Tanton, M. T., Nix, H. A., and Smith, A. P. (1991), “The Conservation of Arboreal Marsupials in the Montane Ash Forests of the Central Highlands of Victoria, South-East Australia: III. The Habitat Requirements of Leadbeater’s Possum Gymnobelideus leadbeateri and Models of the Diversity and Abundance of Arboreal Marsupials,” Biological Conservation, 56, 295–315.
    • (1991) Biological Conservation , vol.56 , pp. 295-315
    • Lindenmayer, D.B.1    Cunningham, R.B.2    Tanton, M.T.3    Nix, H.A.4    Smith, A.P.5
  • 19
    • 0025640310 scopus 로고
    • The Conservation of Arboreal Marsupials in the Montane Ash Forests of the Victoria, South-East Australia, I. Factors Influencing the Occupancy of Trees With Hollows
    • Lindenmayer, D. B., Cunningham, R. B., Tanton, M. T., Smith, A. P., and Nix, H. A. (1990), “The Conservation of Arboreal Marsupials in the Montane Ash Forests of the Victoria, South-East Australia, I. Factors Influencing the Occupancy of Trees With Hollows,” Biological Conservation, 54, 111–131.
    • (1990) Biological Conservation , vol.54 , pp. 111-131
    • Lindenmayer, D.B.1    Cunningham, R.B.2    Tanton, M.T.3    Smith, A.P.4    Nix, H.A.5
  • 21
    • 70350303526 scopus 로고
    • Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
    • Markatou, M., and He, X. (1994), “Bounded Influence and High Breakdown Point Testing Procedures in Linear Models,” Journal of the American Statistical Association, 89, 543–549.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 543-549
    • Markatou, M.1    He, X.2
  • 23
    • 0011358302 scopus 로고
    • Least-Absolute-Deviations Fits for Generalized Linear Models
    • Morgenthaler, S. (1992), “Least-Absolute-Deviations Fits for Generalized Linear Models,” Biometrika, 79, 747–754.
    • (1992) Biometrika , vol.79 , pp. 747-754
    • Morgenthaler, S.1
  • 24
    • 0001684355 scopus 로고
    • Note on the Distribution of Non-Central.2
    • Pearson, E. S. (1959), “Note on the Distribution of Non-Central.2,” Biometrika, 46, 364.
    • (1959) Biometrika , vol.46 , pp. 364
    • Pearson, E.S.1
  • 26
    • 0020148757 scopus 로고
    • Resistant Fits for Some Commonly Used Logistic Models With Medical Applications
    • Pregibon, D. (1982), “Resistant Fits for Some Commonly Used Logistic Models With Medical Applications,” Biometrics, 38, 485–498.
    • (1982) Biometrics , vol.38 , pp. 485-498
    • Pregibon, D.1
  • 27
    • 0033009264 scopus 로고    scopus 로고
    • Robust Regression for Clustered Data with Applications to Binary Regression
    • Preisser, J. S., and Qaqish, B. F. (1999), “Robust Regression for Clustered Data with Applications to Binary Regression,” Biometrics, 55, 574–579.
    • (1999) Biometrics , vol.55 , pp. 574-579
    • Preisser, J.S.1    Qaqish, B.F.2
  • 29
    • 0031485477 scopus 로고    scopus 로고
    • Robustness Aspects of Model Choice
    • Ronchetti, E. (1997), “Robustness Aspects of Model Choice,” Statistica Sinica, 7, 327–338.
    • (1997) Statistica Sinica , vol.7 , pp. 327-338
    • Ronchetti, E.1
  • 31
    • 0002126571 scopus 로고    scopus 로고
    • Robust Inference with GMM Estimators
    • Ronchetti, E., and Trojani, F. (2001), “Robust Inference with GMM Estimators,” Journal of Econometrics, 101, 36–79.
    • (2001) Journal of Econometrics , vol.101 , pp. 36-79
    • Ronchetti, E.1    Trojani, F.2
  • 34
    • 5644236981 scopus 로고    scopus 로고
    • Variable Selection Using the Wald Test and a Robust Cp
    • Sommer, S., and Huggins, R. (1996), “Variable Selection Using the Wald Test and a Robust Cp,” Applied Statistics, 45, 15–29.
    • (1996) Applied Statistics , vol.45 , pp. 15-29
    • Sommer, S.1    Huggins, R.2
  • 36
    • 0001059582 scopus 로고
    • Optimally Bounded Score Functions for Generalized Linear Models With Applications to Logistic Regression
    • Stefanski, L. A., Carroll, R. J., and Ruppert, D. (1986), “Optimally Bounded Score Functions for Generalized Linear Models With Applications to Logistic Regression,” Biometrika, 73, 413–424.
    • (1986) Biometrika , vol.73 , pp. 413-424
    • Stefanski, L.A.1    Carroll, R.J.2    Ruppert, D.3
  • 37
    • 84925623234 scopus 로고
    • Test for Statistical Hypotheses Concerning Several Parameters when the Number of Observations is Large
    • Wald, A. (1943), “Test for Statistical Hypotheses Concerning Several Parameters when the Number of Observations is Large,” Transactions of the American Mathematical Society, 54, 426–482.
    • (1943) Transactions of the American Mathematical Society , vol.54 , pp. 426-482
    • Wald, A.1
  • 38
    • 0016335739 scopus 로고
    • Quasi-Likelihood Functions, Generalized Linear Models, and the Gauss–Newton Method
    • Wedderburn, R. W. M. (1974), “Quasi-Likelihood Functions, Generalized Linear Models, and the Gauss–Newton Method,” Biometrika, 61, 439–447.
    • (1974) Biometrika , vol.61 , pp. 439-447
    • Wedderburn, R.W.M.1
  • 39
    • 0442272318 scopus 로고
    • Missing Links
    • S. Morgenthaler, E. Ronchetti, and W. A. Stahel, Cambridge, MA: Birkhauser
    • Weisberg, S., and Welsh, A. H. (1993), “Missing Links,” in New Directions in Statistical Data Analysis and Robustness, eds. S. Morgenthaler, E. Ronchetti, and W. A. Stahel, Cambridge, MA: Birkhauser, pp. 275–284.
    • (1993) New Directions in Statistical Data Analysis and Robustness , pp. 275-284
    • Weisberg, S.1    Welsh, A.H.2
  • 40
    • 0000814621 scopus 로고
    • Generalized Linear Model Diagnostics Using the Deviance and Single Case Deletions
    • Williams, D. A. (1987), “Generalized Linear Model Diagnostics Using the Deviance and Single Case Deletions,” Applied Statistics, 36, 181–191.
    • (1987) Applied Statistics , vol.36 , pp. 181-191
    • Williams, D.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.