Weighted likelihood estimating equations: The discrete case with applications to logistic regression

DOI10.1016/S0378-3758(96)00045-6zbMath1003.62506OpenAlexW2028598682MaRDI QIDQ1361643

Marianthi Markatou, Bruce Linsay, Ayanendranath Basu

Publication date: 15 January 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00045-6

zbMATH Keywords

robustnessgeneralized linear modelslikelihood approachresidual adjustment functions

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (28)

Robust model selection in regression via weighted likelihood methodology ⋮ Cluster analysis using different correlation coefficients ⋮ Statistical Distances and Their Role in Robustness ⋮ On second order efficient robust inference ⋮ Regularized robust estimation in binary regression models ⋮ Multiple outliers detection through reweighted least deviances. ⋮ A one-step robust estimator for regression based on the weighted likelihood reweighting scheme ⋮ Robust binary regression ⋮ Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ Robust joint modeling of mean and dispersion through trimming ⋮ Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator ⋮ Robust inference with binary data ⋮ Statistical inference based on a new weighted likelihood approach ⋮ Higher-Order Infinitesimal Robustness ⋮ A weighted strategy to handle likelihood uncertainty in Bayesian inference ⋮ Tukey's M-estimator of the Poisson parameter with a special focus on small means ⋮ Minimum Hellinger distance estimation for randomized play the winner design ⋮ Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints ⋮ Weighting Method for a Linear Mixed Model ⋮ Approximating bayesian inference by weighted likelihood ⋮ Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data ⋮ A weighted likelihood approach to problems in survival data ⋮ Robust Inference in Generalized Linear Models ⋮ Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation ⋮ Robust fitting of the binomial model. ⋮ ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES ⋮ Robust link functions

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