Article (Scientific journals)
Implementing the Bianco and Yohai estimator for logistic regression
Croux, C.; Haesbroeck, Gentiane
2003In Computational Statistics and Data Analysis, 44 (1-2), p. 273-295
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Keywords :
robust estimation; influence function; logistic regression; maximum likelihood
Abstract :
[en] A fast and stable algorithm to compute a highly robust estimator for the logistic regression model is proposed. A criterium. for the existence of this estimator at finite samples is derived and the problem of the selection of an appropriate loss function is discussed. It is shown that the loss function can be chosen such that the robust estimator exists if and only if the maximum likelihood estimator exists. The advantages of using a weighted version of this estimator are also considered. Simulations and an example give further support for the good performance of the implemented estimators. (C) 2003 Elsevier B.V. All rights reserved.
Disciplines :
Mathematics
Computer science
Author, co-author :
Croux, C.
Haesbroeck, Gentiane ;  Université de Liège - ULiège > Département de mathématique > Statistique (aspects théoriques)
Language :
English
Title :
Implementing the Bianco and Yohai estimator for logistic regression
Publication date :
28 October 2003
Journal title :
Computational Statistics and Data Analysis
ISSN :
0167-9473
eISSN :
1872-7352
Publisher :
Elsevier Science Bv, Amsterdam, Netherlands
Volume :
44
Issue :
1-2
Pages :
273-295
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 23 September 2009

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