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External research report . 2000
SSRN Electronic Journal
Article . 2000 . Peer-reviewed
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Robust Logistic Regression for Binomial Responses

Authors: Victoria-Feser, Maria-Pia;

Robust Logistic Regression for Binomial Responses

Abstract

In this paper robustness properties of the maximum likelihood estimator (MLE) and several robust estimators for the logistic regression model when the responses are binary are analysed analytically by means of the Influence Function (IF) and empirically by means of simulations. It is found that the MLE and the classical Rao's score test can be misleading in the presence of model misspecification which in the context of logistic regression means either misclassification errors in the responses or extreme data points in the design space. A general framework for robust estimation and testing is presented and a robust estimator as well as a robust testing procedure are presented. It is shown that they are less influenced by model misspecifications than their classical counterparts and they are applied to the analysis of binary data from a study on breastfeeding.

Country
Switzerland
Related Organizations
Keywords

Influence function, Misclassification, 330, Breastfeeding, Logistic regression, Robust statistics, M-estimators, 310, Rao's score test, 332/658, ddc: ddc:332/658, ddc: ddc:330

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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    3
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
Green
bronze