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Abstract:

In many situations, data follow a generalized linear model in which the mean of the responses is modelled, through a link function, linearly on the covariates. Robust estimators for the regression parameter in order to build test statistics for this parameter, when missing data occur in the responses, are considered. The asymptotic behaviour of the robust estimators for the regression parameter is obtained, under the null hypothesis and under contiguous alternatives. This allows us to derive the asymptotic distribution of the robust Wald-type test statistics constructed from the proposed estimators. The influence function of the test statistics is also studied. A simulation study allows us to compare the behaviour of the classical and robust tests, under different contamination schemes. Applications to real data sets enable to investigate the sensitivity of the p-value to the missing scheme and to the presence of outliers. © 2012 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Robust tests in generalized linear models with missing responses
Autor:Bianco, A.M.; Boente, G.; Rodrigues, I.M.
Filiación:Facultad de Ciencias Exactas Y Naturales, Universidad de Buenos Aires and CONICET, Argentina
Departamento de Matemática and CEMAT, Instituto Superior Técnico, Technical University of Lisbon (TULisbon), Lisboa, Portugal
Palabras clave:Fisher-consistency; Generalized linear models; Influence function; Missing data; Outliers; Robust estimation; Robust testing; Asymptotic analysis; Maximum likelihood; Method of moments; Statistical tests; Statistics; Testing; Fisher-consistency; Generalized linear model; Influence functions; Missing data; Outliers; Robust estimation; Parameter estimation
Año:2013
Volumen:65
Página de inicio:80
Página de fin:97
DOI: http://dx.doi.org/10.1016/j.csda.2012.05.008
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_v65_n_p80_Bianco

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Citas:

---------- APA ----------
Bianco, A.M., Boente, G. & Rodrigues, I.M. (2013) . Robust tests in generalized linear models with missing responses. Computational Statistics and Data Analysis, 65, 80-97.
http://dx.doi.org/10.1016/j.csda.2012.05.008
---------- CHICAGO ----------
Bianco, A.M., Boente, G., Rodrigues, I.M. "Robust tests in generalized linear models with missing responses" . Computational Statistics and Data Analysis 65 (2013) : 80-97.
http://dx.doi.org/10.1016/j.csda.2012.05.008
---------- MLA ----------
Bianco, A.M., Boente, G., Rodrigues, I.M. "Robust tests in generalized linear models with missing responses" . Computational Statistics and Data Analysis, vol. 65, 2013, pp. 80-97.
http://dx.doi.org/10.1016/j.csda.2012.05.008
---------- VANCOUVER ----------
Bianco, A.M., Boente, G., Rodrigues, I.M. Robust tests in generalized linear models with missing responses. Comput. Stat. Data Anal. 2013;65:80-97.
http://dx.doi.org/10.1016/j.csda.2012.05.008