Abstract:
We are interested in testing hypotheses that concern the parameter of a logistic regression model. A robust Wald-type test based on a weighted Bianco and Yohai [ Bianco, A.M., Yohai, V.J., 1996. Robust estimation in the logistic regression model. In: H. Rieder (Ed) Robust Statistics, Data Analysis, and Computer Intensive Methods In: Lecture Notes in Statistics, vol. 109, Springer Verlag, New York, pp. 17-34] estimator, as implemented by Croux and Haesbroeck [Croux, C., Haesbroeck, G., 2003. Implementing the Bianco and Yohai estimator for logistic regression. Computational Statististics and Data Analysis 44, 273-295], is proposed. The asymptotic distribution of the test statistic is derived. We carry out an empirical study to get a further insight into the stability of the p-value. Finally, a Monte Carlo study is performed to investigate the stability of both the level and the power of the test, for different choices of the weight function. © 2009 Elsevier B.V. All rights reserved.
Registro:
Documento: |
Artículo
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Título: | Robust testing in the logistic regression model |
Autor: | Bianco, A.M.; Martínez, E. |
Filiación: | Instituto de Cálculo, F. C. E. y N., Universidad de Buenos Aires, Argentina CONICET, Argentina
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Palabras clave: | Asymptotic distributions; Computer intensive methods; Data analysis; Empirical studies; Lecture Notes; Logistic regression models; Logistic regressions; Monte Carlo study; New York; P-values; Robust estimation; Robust statistics; Testing hypothesis; Weight functions; Distribution functions; Estimation; Function evaluation; Logistics; Statistical tests; Regression analysis |
Año: | 2009
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Volumen: | 53
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Número: | 12
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Página de inicio: | 4095
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Página de fin: | 4105
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DOI: |
http://dx.doi.org/10.1016/j.csda.2009.04.015 |
Título revista: | Computational Statistics and Data Analysis
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Título revista abreviado: | Comput. Stat. Data Anal.
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ISSN: | 01679473
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CODEN: | CSDAD
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v53_n12_p4095_Bianco |
Referencias:
- Bianco, A.M., Martínez, E.J., (2009) Robust testing in the logistic regression model, , http://www.ic.fcen.uba.ar/preprints, Available at
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Citas:
---------- APA ----------
Bianco, A.M. & Martínez, E.
(2009)
. Robust testing in the logistic regression model. Computational Statistics and Data Analysis, 53(12), 4095-4105.
http://dx.doi.org/10.1016/j.csda.2009.04.015---------- CHICAGO ----------
Bianco, A.M., Martínez, E.
"Robust testing in the logistic regression model"
. Computational Statistics and Data Analysis 53, no. 12
(2009) : 4095-4105.
http://dx.doi.org/10.1016/j.csda.2009.04.015---------- MLA ----------
Bianco, A.M., Martínez, E.
"Robust testing in the logistic regression model"
. Computational Statistics and Data Analysis, vol. 53, no. 12, 2009, pp. 4095-4105.
http://dx.doi.org/10.1016/j.csda.2009.04.015---------- VANCOUVER ----------
Bianco, A.M., Martínez, E. Robust testing in the logistic regression model. Comput. Stat. Data Anal. 2009;53(12):4095-4105.
http://dx.doi.org/10.1016/j.csda.2009.04.015