Robust inference for generalized linear models with application to logistic regression

被引：9

作者：

Adimari, G ^{[1
]}

Ventura, L ^{[1
]}

机构：

[1] Univ Padua, Dipartimento Sci Stat, I-35121 Padua, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 55卷 / 04期

关键词：

likelihood ratio test; logistic regression; M-estimator; quasi-likelihood; robustness;

D O I：

10.1016/S0167-7152(01)00157-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider a suitable scale adjustment of the estimating function which defines a class of robust M-estimators for generalized linear models. This leads to a robust version of the quasi-profile loglikelihood which allows us to derive robust likelihood ratio type tests for inference and model selection having the standard asymptotic behaviour. An application to logistic regression is discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：413 / 419

页数：7

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