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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
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
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
Volumen:53
Número:12
Página de inicio:4095
Página de fin:4105
DOI: http://dx.doi.org/10.1016/j.csda.2009.04.015
Título revista:Computational Statistics and Data Analysis
Título revista abreviado:Comput. Stat. Data Anal.
ISSN:01679473
CODEN:CSDAD
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
  • Bianco, A.M., Yohai, V.J., Robust estimation in the logistic regression model (1996) Lecture Notes in Statistics, 109, pp. 17-34. , Robust Statistics, Data Analysis, and Computer Intensive Methods. Rieder H. (Ed), Springer Verlag, New York
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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