Reference : The breakdown behavior of the maximum likelihood estimator in the logistic regression...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/23510
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
English
Croux, C. [> > > >]
Flandre, C. [> > > >]
Haesbroeck, Gentiane mailto [Université de Liège - ULg > Département de mathématique > Statistique (aspects théoriques) >]
15-Dec-2002
Statistics & Probability Letters
Elsevier Science Bv
60
4
377-386
Yes (verified by ORBi)
International
0167-7152
Amsterdam
[en] breakdown point ; logistic regression ; maximum likelihood ; robust estimation
[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.
http://hdl.handle.net/2268/23510

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