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

DOI10.1016/S0167-7152(02)00292-4zbMath1045.62014OpenAlexW2061588239MaRDI QIDQ1871350

Christophe Croux, Cécile Flandre, Gentiane Haesbroeck

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00292-4

zbMATH Keywords

Maximum likelihoodLogistic regressionBreakdown pointRobust estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Robust variable selection in the logistic regression model ⋮ Robust estimation for ordinal regression ⋮ Robust binary regression ⋮ Logistic discrimination using robust estimators: An influence function approach ⋮ Robust estimation in partially linear regression models ⋮ Trimmed LASSO regression estimator for binary response data ⋮ Implementing the Bianco and Yohai estimator for logistic regression ⋮ Robust testing in the logistic regression model ⋮ Robust Inference in Generalized Linear Models ⋮ Penalized robust estimators in sparse logistic regression ⋮ Robust link functions

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• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• THE ESTIMATION FROM INDIVIDUAL RECORDS OF THE RELATIONSHIP BETWEEN DOSE AND QUANTAL RESPONSE
• Some quantitative relationships between two types of finite sample breakdown point

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