Some robust procedures for missing responses following a generalized linear model

BIANCO, ANA; BOENTE, GRACIELA; RODRIGUES, ISABEL

Valladolid

Conferencia; International Conference on Robust Statistics (ICORS 2011); 2011

Robust general M-estimators are proposed. Their asymptotic behaviour is investigated, they turn out to be consistent under mild assumptions and asymptotically normal, as well. In particular, resistant methods for Poisson and Gamma models are introduced. Besides, robust Wald{type tests are derived. By means of a simulation study we compare the behaviour of the classical and robust procedures, under different contamination and missing probability schemes. We also illustrate the usefulness of the proposals through some real data sets.M-estimators are proposed. Their asymptotic behaviour is investigated, they turn out to be consistent under mild assumptions and asymptotically normal, as well. In particular, resistant methods for Poisson and Gamma models are introduced. Besides, robust Wald{type tests are derived. By means of a simulation study we compare the behaviour of the classical and robust procedures, under different contamination and missing probability schemes. We also illustrate the usefulness of the proposals through some real data sets.