Title: The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Authors: Croux, Christophe
Flandre, C
Haesbroeck, G
Issue Date: 2002
Publisher: K.U.Leuven - Departement toegepaste economische wetenschappen
Series Title: DTEW Research Report 0202 pages:1-18
Abstract: Abstract:
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. Numerical experiments confirm this behavior. As a more robust alternative, a Weighted Maximum Likelihood (WML) estimator will be considered.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Leuven Statistics Research Centre (LStat)
Research Center for Operations Research and Business Statistics (ORSTAT), Leuven

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