The breakdown behavior of the maximum likelihood estimator in the logistic regression model

in Statistics & Probability Letters (2002), 60(4), 377-386

In this note we discuss the breakdown behavior of the maximum likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to infinity, but rather ... [more ▼]

In this note we discuss the breakdown behavior of the maximum likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to infinity, but rather breaks down to zero when adding severe outliers to a data set. An example confirms this behavior. (C) 2002 Published by Elsevier Science B.V. [less ▲]