INVESTIGADORES
BIANCO Ana Maria
capítulos de libros
Título:
Robust Estimates in the Logistic Regression Model
Autor/es:
BIANCO, ANA MARÍA; YOHAI, VÍCTOR JAIME
Libro:
Robust Statistics, Data Analysis, and Computer Intensive Methods: In Honor of Peter Huber's 60th Birthday (Lecture Notes in Statistics)
Editorial:
Springer-Verlag
Referencias:
Lugar: Nueva York; Año: 1996; p. 17 - 34
Resumen:
A new class of robust and Fisher-consistent M-estimates for the logistic regression models is introduced.We show that these estimates are consistent and asymptotically normal. Their robustness is studied through the computation of asymptotic bias curves under point-mass contamination for the case when the covariates follow a multivariate normal distribution. We illustrate the behavior of these estimates with two data sets. Finally, we mention some possible extensions of these M-estimates for a multinomial response.
