A note on robust estimation in logistic regression model
Discussiones Mathematicae. Probability and Statistics, Tome 36 (2016) no. 1-2, pp. 43-51.

Voir la notice de l'article provenant de la source Library of Science

Computationally attractive Fisher consistent robust estimation methods based on adaptive explanatory variables trimming are proposed for the logistic regression model. Results of a Monte Carlo experiment and a real data analysis show its good behavior for moderate sample sizes. The method is applicable when some distributional information about explanatory variables is available.
Keywords: logistic model, robust estimation
@article{DMPS_2016_36_1-2_a2,
     author = {Bednarski, Tadeusz},
     title = {A note on robust estimation in logistic regression model},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {43--51},
     publisher = {mathdoc},
     volume = {36},
     number = {1-2},
     year = {2016},
     zbl = {0794.62026},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2016_36_1-2_a2/}
}
TY  - JOUR
AU  - Bednarski, Tadeusz
TI  - A note on robust estimation in logistic regression model
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2016
SP  - 43
EP  - 51
VL  - 36
IS  - 1-2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DMPS_2016_36_1-2_a2/
LA  - en
ID  - DMPS_2016_36_1-2_a2
ER  - 
%0 Journal Article
%A Bednarski, Tadeusz
%T A note on robust estimation in logistic regression model
%J Discussiones Mathematicae. Probability and Statistics
%D 2016
%P 43-51
%V 36
%N 1-2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DMPS_2016_36_1-2_a2/
%G en
%F DMPS_2016_36_1-2_a2
Bednarski, Tadeusz. A note on robust estimation in logistic regression model. Discussiones Mathematicae. Probability and Statistics, Tome 36 (2016) no. 1-2, pp. 43-51. http://geodesic.mathdoc.fr/item/DMPS_2016_36_1-2_a2/

[1] A.M. Bianco and E. Martinez, Robust testing in the logistic regression model, Computational Statistics and Data Analysis 53 (2009), 4095-4105.

[2] A.M. Bianco and V.J. Yohai, Robust estimation in the logistic regression model, Lecture Notes in Statistics, Springer Verlag, New York 109 (1996), 17-34.

[3] E. Cantoni and E. Ronchetti, Robust inference for generalized linear models, Journal of the American Statistical Association 96 (2001), 1022-1030.

[4] R.D. Cook and S. Weisberg, Residuals and Influence in Regression (Chapman and Hall, London, 1982).

[5] C. Croux, G. Haesbroeck and K. Joossens, Logistic discrimination using robust estimators: An influence function approach, Canadian J. Statist. 36 (2008), 157-174.

[6] P. Feigl and M. Zelen, Estimation of exponential probabilities with concomitant information, Biometrics 21 (1965), 826-38.

[7] D.J. Finney, The estimation from individual records of the relationship between dose and quantal response, Biometrika 34 (1947), 320-334.

[8] H.R. Kunsch, L.A. Stefanski and R.J. Carroll, Conditionally Unbiased Bounded Influence Estimation in General Regression Models, with Applications to Generalized Linear Models, J. Amer. Statist. Assoc. 84 (1989), 460-466.

[9] C.L. Mallows, On some topics in robustness (Tech. Report, Bell Laboratories, Murray Hill, NY, 1975).

[10] S. Morgenthaler, Least-absolute-deviations fits for generalized linear model, Biometrika 79 (1992), 747-754.

[11] D. Pregibon, Resistant Fits for some commonly used Logistic Models with Medical Applications, Biometrics 38 (1982), 485-498.

[12] L. Stefanski, R. Carroll and D. Ruppert, Optimally bounded score functions for generalized linear models with applications to logistic regression, Biometrika 73 (1986), 413-424.