The breakdown behavior of the maximum likelihood estimator in the logistic regression model

[en] In this note we discuss the breakdown behavior of the maximum likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to infinity, but rather breaks down to zero when adding severe outliers to a data set. An example confirms this behavior. (C) 2002 Published by Elsevier Science B.V.

Disciplines :

Mathematics

Author, co-author :

Croux, C.

Flandre, C.

Haesbroeck, Gentiane ; Université de Liège - ULiège > Département de mathématique > Statistique (aspects théoriques)

Language :

English

Title :

The breakdown behavior of the maximum likelihood estimator in the logistic regression model

Publication date :

15 December 2002

Journal title :

Statistics and Probability Letters

ISSN :

0167-7152

Publisher :

Elsevier Science Bv, Amsterdam, Netherlands

Volume :

Issue :

Pages :

377-386

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 23 September 2009

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Bibliography

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