Robust adaptive estimators for binary regression models

DOI10.1016/J.JSPI.2004.02.006MaRDI QIDQ1772675zbMATH OpenOpenAlexWikidataFDO

Authors Daniel Gervini

Publication date 21 April 2005

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

Full work available at URL https://doi.org/10.1016/j.jspi.2004.02.006

zbMATH Keywords

tablesLogistic regressionRobust confidence intervalsEfficient estimationWeighted maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• scientific article; zbMATH DE number 850143 (Why is no real title available?)
• A class of robust and fully efficient regression estimators
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
• Asymptotic Statistics
• Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Least-absolute-deviations fits for generalized linear models
• Logistic regression diagnostics
• On the existence of maximum likelihood estimates in logistic regression models
• Robust estimation in the logistic regression model

Cited in

(13)

• Robust estimation for ordinal regression
• Robust binary regression
• Robust median estimator in logistic regression
• Robust Wald-type methods for testing equality between two populations regression parameters: a comparative study under the logistic model
• scientific article; zbMATH DE number 862325 (Why is no real title available?)
• Robust median estimator for generalized linear models with binary responses
• Regularized robust estimation in binary regression models
• Robust link functions
• Separation and multicollinearity in polytomous quadratic logistic regression model
• Robust Estimation in Binary Choice Models
• Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
• The adaptive BerHu penalty in robust regression
• Robust variable selection in the logistic regression model

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