Robust testing in the logistic regression model
We are interested in testing hypotheses that concern the parameter of a logistic regression model. A robust Wald-type test based on a weighted Bianco and Yohai [ Bianco, A.M., Yohai, V.J., 1996. Robust estimation in the logistic regression model. In: H. Rieder (Ed) Robust Statistics, Data Analysis,...
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| Formato: | Capítulo de libro |
| Lenguaje: | Inglés |
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2009
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
| LEADER | 06825caa a22007937a 4500 | ||
|---|---|---|---|
| 001 | PAPER-23079 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518205443.0 | ||
| 008 | 190411s2009 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-69449105982 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 030 | |a CSDAD | ||
| 100 | 1 | |a Bianco, A.M. | |
| 245 | 1 | 0 | |a Robust testing in the logistic regression model |
| 260 | |c 2009 | ||
| 270 | 1 | 0 | |m Bianco, A.M.; Instituto de Cálculo, F. C. E. y N., Universidad de Buenos AiresArgentina; email: abianco@dm.uba.ar |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Bianco, A.M., Martínez, E.J., (2009) Robust testing in the logistic regression model, , http://www.ic.fcen.uba.ar/preprints, Available at | ||
| 504 | |a Bianco, A.M., Yohai, V.J., Robust estimation in the logistic regression model (1996) Lecture Notes in Statistics, 109, pp. 17-34. , Robust Statistics, Data Analysis, and Computer Intensive Methods. Rieder H. (Ed), Springer Verlag, New York | ||
| 504 | |a Bondell, H.D., Minimum distance estimation for the logistic regression model (2005) Biometrika, 92, pp. 724-731 | ||
| 504 | |a Bondell, H.D., A characteristic function approach to the biased sampling model, with application to robust logistic regression (2008) Journal of Statistical Planning and Inference, 138, pp. 742-755 | ||
| 504 | |a Cantoni, E., Ronchetti, E., Robust inference for generalized linear models (2001) Journal of the American Statistical Association, 96, pp. 1022-1030 | ||
| 504 | |a Carroll, R.J., Pederson, S., On robust estimation in the logistic regression model (1993) Journal of the Royal Statistical Society B, 55, pp. 693-706 | ||
| 504 | |a Christmann, A., Least median of weighted squares in logistic regression with large strata (1994) Biometrika, 81, pp. 413-417 | ||
| 504 | |a Croux, C., Haesbroeck, G., Joossens, K., Logistic discrimination using robust estimators: An influence function approach (2008) The Canadian Journal of Statistics, 36 (2), pp. 157-174 | ||
| 504 | |a Croux, C., Flandre, C., Haesbroeck, G., The breakdown behavior of the maximum likelihood estimator in the logistic regression model (2002) Statistics and Probability Letters, 60, pp. 377-386 | ||
| 504 | |a Croux, C., Haesbroeck, G., Implementing the Bianco and Yohai estimator for logistic regression (2003) Computational Statististics and Data Analysis, 44, pp. 273-295 | ||
| 504 | |a Finney, D.J., The estimation from individual records of the relationship between dose and quantal response (1947) Biometrika, 34, pp. 320-334 | ||
| 504 | |a Hauck, W.W., Donner, A., Wald's test as applied to hypotheses in logit analysis (1977) Journal of the American Statistical Association, 72, pp. 851-853 | ||
| 504 | |a Heritier, S., Ronchetti, E., Robust bounded-influence tests in general parametric models (1994) Journal of the American Statistical Association, 89, pp. 897-904 | ||
| 504 | |a Künsch, H., Stefanski, L., Carroll, R., Conditionally unbiased bounded influence estimation in general regression models, with applications to generalized linear models (1989) Journal of the American Statistical Association, 84, pp. 460-466 | ||
| 504 | |a Markatou, M., He, X., Bounded influence, high breakdown point testing procedures in linear models (1994) Journal of the American Statistical Association, 89, pp. 543-549 | ||
| 504 | |a Morgenthaler, S., Least-absolute-deviations fits for generalized linear model (1992) Biometrika, 79, pp. 747-754 | ||
| 504 | |a Pregibon, D., Logistic regression diagnostics (1981) Annals of Statistics, 9, pp. 705-724 | ||
| 504 | |a Pregibon, D., Resistant fits for some commonly used logistic models with medical applications (1982) Biometrics, 38, pp. 485-498 | ||
| 504 | |a Rousseeuw, P.J., Multivariate estimation with high breakdown point (1985) Mathematical Statistics and Applications, B, pp. 283-297. , Grossmann W., Pflug G., Vincze I., and Wertz W. (Eds), Reidel, Dordrecht | ||
| 504 | |a Stefanski, L., Carroll, R., Ruppert, D., Optimally bounded score functions for generalized linear models with applications to logistic regression (1986) Biometrika, 73, pp. 413-424 | ||
| 520 | 3 | |a We are interested in testing hypotheses that concern the parameter of a logistic regression model. A robust Wald-type test based on a weighted Bianco and Yohai [ Bianco, A.M., Yohai, V.J., 1996. Robust estimation in the logistic regression model. In: H. Rieder (Ed) Robust Statistics, Data Analysis, and Computer Intensive Methods In: Lecture Notes in Statistics, vol. 109, Springer Verlag, New York, pp. 17-34] estimator, as implemented by Croux and Haesbroeck [Croux, C., Haesbroeck, G., 2003. Implementing the Bianco and Yohai estimator for logistic regression. Computational Statististics and Data Analysis 44, 273-295], is proposed. The asymptotic distribution of the test statistic is derived. We carry out an empirical study to get a further insight into the stability of the p-value. Finally, a Monte Carlo study is performed to investigate the stability of both the level and the power of the test, for different choices of the weight function. © 2009 Elsevier B.V. All rights reserved. |l eng | |
| 593 | |a Instituto de Cálculo, F. C. E. y N., Universidad de Buenos Aires, Argentina | ||
| 593 | |a CONICET, Argentina | ||
| 690 | 1 | 0 | |a ASYMPTOTIC DISTRIBUTIONS |
| 690 | 1 | 0 | |a COMPUTER INTENSIVE METHODS |
| 690 | 1 | 0 | |a DATA ANALYSIS |
| 690 | 1 | 0 | |a EMPIRICAL STUDIES |
| 690 | 1 | 0 | |a LECTURE NOTES |
| 690 | 1 | 0 | |a LOGISTIC REGRESSION MODELS |
| 690 | 1 | 0 | |a LOGISTIC REGRESSIONS |
| 690 | 1 | 0 | |a MONTE CARLO STUDY |
| 690 | 1 | 0 | |a NEW YORK |
| 690 | 1 | 0 | |a P-VALUES |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 690 | 1 | 0 | |a ROBUST STATISTICS |
| 690 | 1 | 0 | |a TESTING HYPOTHESIS |
| 690 | 1 | 0 | |a WEIGHT FUNCTIONS |
| 690 | 1 | 0 | |a DISTRIBUTION FUNCTIONS |
| 690 | 1 | 0 | |a ESTIMATION |
| 690 | 1 | 0 | |a FUNCTION EVALUATION |
| 690 | 1 | 0 | |a LOGISTICS |
| 690 | 1 | 0 | |a STATISTICAL TESTS |
| 690 | 1 | 0 | |a REGRESSION ANALYSIS |
| 700 | 1 | |a Martínez, E. | |
| 773 | 0 | |d 2009 |g v. 53 |h pp. 4095-4105 |k n. 12 |p Comput. Stat. Data Anal. |x 01679473 |w (AR-BaUEN)CENRE-4276 |t Computational Statistics and Data Analysis | |
| 856 | 4 | 1 | |u https://www.scopus.com/inward/record.uri?eid=2-s2.0-69449105982&doi=10.1016%2fj.csda.2009.04.015&partnerID=40&md5=4d66a4621c209cd6ae0d190f5aba86df |y Registro en Scopus |
| 856 | 4 | 0 | |u https://doi.org/10.1016/j.csda.2009.04.015 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_01679473_v53_n12_p4095_Bianco |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v53_n12_p4095_Bianco |y Registro en la Biblioteca Digital |
| 961 | |a paper_01679473_v53_n12_p4095_Bianco |b paper |c PE | ||
| 962 | |a info:eu-repo/semantics/article |a info:ar-repo/semantics/artículo |b info:eu-repo/semantics/publishedVersion | ||
| 999 | |c 84032 | ||