Initial robust estimation in generalized linear models

DOI10.1016/J.CSDA.2018.12.010OpenAlexW2907953134MaRDI QIDQ1727928

Marina Valdora, Claudio Agostinelli, Víctor J. Yohai

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11572/286862

zbMATH Keywords

outliersM-estimatorsPoisson regressionleast squares estimatorsinitial estimatesvariance stabilizing transformations

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• R
• ROBETH
• Snow
• MASS (R)
• robust
• robustbase
• Rmpi
• snow
• xtable
• corrplot
• GitHub
• robcbi
• poissonMT

Cites Work

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• Robust estimators for generalized linear models
• Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
• Robust Inference in Generalized Linear Models
• Projection Estimators for Generalized Linear Models
• Statistical Analysis of Financial Data in S-Plus
• Detection of Influential Observation in Linear Regression
• Robust Inference for Generalized Linear Models
• A Fast Procedure for Outlier Diagnostics in Large Regression Problems
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Robust Statistics

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