Robust binary regression

Robust procedures increase the reliability of the results of a data analysis. We studied such a robust procedure for binary regression models based on the criterion of least absolute deviation. The resulting estimating equation consists in a simple modification of the familiar maximum likelihood equation. This estimator is easy to compute with existing computational procedures and gives a high degree of protection. (C) 2010 Elsevier B.V. All rights reserved.


Published in:
Journal Of Statistical Planning And Inference, 141, 1497-1509
Year:
2011
Publisher:
Elsevier
ISSN:
0378-3758
Keywords:
Laboratories:




 Record created 2011-12-16, last modified 2018-09-13


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