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

DOI10.1016/S0378-3758(96)00045-6zbMATH Open1003.62506OpenAlexW2028598682MaRDI QIDQ1361643FDOQ1361643

Authors: 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

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zbMATH Keywords

generalized linear modelsrobustnesslikelihood approachresidual adjustment functions

Mathematics Subject Classification ID

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

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Cited In (36)

• Notes on Pearson residuals and weighted likelihood estimating equations
• ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES
• Robust binary regression
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Cluster analysis using different correlation coefficients
• Generalizations of logistic regression, weight of evidence, and the Gini index for a continuous target variable taking on probabilistic values
• Weighting method for a linear mixed model
• Robust joint modeling of mean and dispersion through trimming
• Tukey's M-estimator of the Poisson parameter with a special focus on small means
• Weigted derivative estimation on quantal response models: Simulation and applications to choice of truck freight carrier
• A mathematical view of weights-of-evidence, conditional independence, and logistic regression in terms of Markov random fields
• Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
• On discrete weighted distributions and their use in model choice for observed data
• Multiple outliers detection through reweighted least deviances.
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Robust fitting of the binomial model.
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
• Regularized robust estimation in binary regression models
• Robust estimation for linear panel data models
• Approximating bayesian inference by weighted likelihood
• Robust inference with binary data
• Robust link functions
• Minimum Hellinger distance estimation for randomized play the winner design
• Statistical inference based on a new weighted likelihood approach
• Weighted discrepancies and maximum likelihood estimation for discrete distributions
• Robust model selection in regression via weighted likelihood methodology
• Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
• Statistical distances and their role in robustness
• A weighted likelihood approach to problems in survival data
• Robust Inference in Generalized Linear Models
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
• On second order efficient robust inference
• Higher-order infinitesimal robustness
• A new weighted likelihood approach
• Asymptotic Properties of Adaptive Likelihood Weights by Cross-Validation

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