Robust estimators for generalized linear models

被引：32

作者：

Valdora, Marina ^{[1
]}

Yohai, Victor J. ^{[1
,2
]}

机构：

[1] Univ Buenos Aires, RA-1053 Buenos Aires, DF, Argentina

[2] Consejo Nacl Invest Cient & Tecn, RA-1033 Buenos Aires, DF, Argentina

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2014年 / 146卷

关键词：

M-estimators; Transformations; Breakdown point; LOGISTIC-REGRESSION MODEL; OUTLIERS;

D O I：

10.1016/j.jspi.2013.09.016

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 propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：31 / 48

页数：18

共 50 条

[41] Robust and efficient estimation of nonparametric generalized linear models
Kalogridis, Ioannis
Claeskens, Gerda
Van Aelst, Stefan
[J]. TEST, 2023, 32 (03) : 1055 - 1078
[42] Robust estimation of generalized linear models with measurement errors
Li, T
Hsiao, C
[J]. JOURNAL OF ECONOMETRICS, 2004, 118 (1-2) : 51 - 65
[43] On Bias Reduction in Robust Inference for Generalized Linear Models
Bari, Wasimul
Sutradhar, Brajendra C.
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2010, 37 (01) : 109 - 125
[44] Testing in generalized partially linear models: A robust approach
Boente, Graciela
Cao, Ricardo
Gonzalez Manteiga, Wenceslao
Rodriguez, Daniela
[J]. STATISTICS & PROBABILITY LETTERS, 2013, 83 (01) : 203 - 212
[45] Robust inference in generalized linear models for longitudinal data
Sinha, Sanjoy K.
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2006, 34 (02): : 261 - 278
[46] Robust tests in generalized linear models with missing responses
Bianco, Ana M.
Boente, Graciela
Rodrigues, Isabel M.
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 65 : 80 - 97
[47] Robust and efficient estimation of nonparametric generalized linear models
Ioannis Kalogridis
Gerda Claeskens
Stefan Van Aelst
[J]. TEST, 2023, 32 : 1055 - 1078
[48] Robust variance estimators for generalized regression estimators in cluster samples
Kennel, Timothy L.
Valliant, Richard
[J]. SURVEY METHODOLOGY, 2019, 45 (03) : 427 - 450
[49] Pretest and shrinkage estimators in generalized partially linear models with application to real data
Hossain, Shakhawat
Mandal, Saumen
Le An Lac
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2023, 51 (04): : 975 - 1003
[50] Quasi-Maximum Likelihood Estimators in Generalized Linear Models with Autoregressive Processes
Hong Chang HU
Lei SONG
[J]. Acta Mathematica Sinica,English Series, 2014, 30 (12) : 2085 - 2102

← 1 2 3 4 5 →