Robust median estimator for generalized linear models with binary responses

MaRDI QIDQ2919494zbMATH OpenFDO

Authors Tomáš Hobza, Igor Vajda, Leandro Pardo

Publication date 2 October 2012

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/246708, http://www.kybernetika.cz/content/2012/4/768

zbMATH Keywords

asymptotic normalitybinary responsesconsistencyefficiencygeneralized linear modelsmaximum likelihood estimatormedian estimatorrobustnessstatistical enhancingstatistical smoothing

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Generalized linear models (logistic models) (62J12)

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Cites work

• A general asymptotic theory of \(M\)-estimators. II
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• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• Implementing the Bianco and Yohai estimator for logistic regression
• Least-absolute-deviations fits for generalized linear models
• M-estimators of structural parameters in pseudolinear models.
• Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
• Robust adaptive estimators for binary regression models
• Robust estimation in the logistic regression model
• Robust inference for generalized linear models with application to logistic regression
• Robust median estimator in logistic regression
• Robustness against separation and outliers in logistic regression

Cited in

(6)

• Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
• On the consistence of the modified median estimator for the logistic regression model
• Efficient computation of generalized median estimators
• Quantile regression for panel data models with fixed effects under random censoring
• A Wald-type test statistic based on robust modified median estimator in logistic regression models
• Robust median estimator in logistic regression

Describes a project that uses

Uses Software

• minpack

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