Article (Scientific journals)
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, C.; Flandre, C.; Haesbroeck, Gentiane
2002In Statistics and Probability Letters, 60 (4), p. 377-386
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Keywords :
breakdown point; logistic regression; maximum likelihood; robust estimation
Abstract :
[en] 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.
Disciplines :
Mathematics
Author, co-author :
Croux, C.
Flandre, C.
Haesbroeck, Gentiane ;  Université de Liège - ULiège > Département de mathématique > Statistique (aspects théoriques)
Language :
English
Title :
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Publication date :
15 December 2002
Journal title :
Statistics and Probability Letters
ISSN :
0167-7152
Publisher :
Elsevier Science Bv, Amsterdam, Netherlands
Volume :
60
Issue :
4
Pages :
377-386
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 23 September 2009

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