Computationally attractive Fisher consistent robust estimation methods based on adaptive explanatory variables trimming are proposed for the logistic regression model. Results of a Monte Carlo experiment and a real data analysis show its good behavior for moderate sample sizes. The method is applicable when some distributional information about explanatory variables is available.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1180,
author = {Tadeusz Bednarski},
title = {A note on robust estimation in logistic regression model},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {36},
year = {2016},
pages = {43-51},
zbl = {0794.62026},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1180}
}
Tadeusz Bednarski. A note on robust estimation in logistic regression model. Discussiones Mathematicae Probability and Statistics, Tome 36 (2016) pp. 43-51. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1180/
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