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

DOI10.1016/S0378-3758(96)00045-6MaRDI QIDQ1361643zbMATH OpenOpenAlexFDO

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

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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• Minimum Hellinger distance estimates for parametric models
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• Robust Estimation of a Location Parameter
• Robust Estimation: A Weighted Maximum Likelihood Approach
• Robust Statistics
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• Robust location estimates
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The Identification of Multiple Outliers
• The Influence Curve and Its Role in Robust Estimation

Cited in

(36)

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

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