ITEM METADATA RECORD
Title: Implementing the Bianco and Yohai estimator for logistic regression
Authors: Croux, Christophe ×
Haesbroeck, G #
Issue Date: Oct-2003
Publisher: Elsevier science bv
Series Title: Computational statistics & data analysis vol:44 issue:1-2 pages:273-295
Abstract: A fast and stable algorithm to compute a highly robust estimator for the logistic regression model is proposed. A criterium. for the existence of this estimator at finite samples is derived and the problem of the selection of an appropriate loss function is discussed. It is shown that the loss function can be chosen such that the robust estimator exists if and only if the maximum likelihood estimator exists. The advantages of using a weighted version of this estimator are also considered. Simulations and an example give further support for the good performance of the implemented estimators. (C) 2003 Elsevier B.V. All rights reserved.
URI: 
ISSN: 0167-9473
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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