Robust testing in the logistic regression model
Robust testing in the logistic regression model
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DOI：
10.1016/j.csda.2009.04.015
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发表时间：
2009-10-01
影响因子：
1.8
通讯作者：
Martinez, Elena
中科院分区：
文献类型：
--
作者：
Bianco, Ana M.;Martinez, Elena
我们感兴趣的是检验与逻辑回归模型的参数有关的假设。基于加权的Bianco和Yohai [ Bianco，A.M.，Yohai，V.J.，1996. Logistic回归模型中的稳健估计。In：H.里德尔（艾德）《稳健统计、数据分析和计算机密集型方法》，《统计学讲义》，第109卷，施普林格出版社，纽约，第109页。17-34]估计器，如Croux和Haesbroeck [Croux，C.，Haesbroeck，G.，2003.使用Bianco和Yohai估计器进行Logistic回归。计算统计学和数据分析44，273-295]。导出了检验统计量的渐近分布。我们进行了实证研究，以进一步了解p值的稳定性。最后，蒙特卡洛研究进行调查的稳定性的水平和功率的测试，为不同的选择的权重函数。(C)2009爱思唯尔有限公司版权所有。
We are interested in testing hypotheses that concern the parameter of a logistic regression model. A robust Wald-type test based on a weighted Bianco and Yohai [ Bianco, A.M., Yohai, V.J., 1996. Robust estimation in the logistic regression model. In: H. Rieder (Ed) Robust Statistics, Data Analysis, and Computer Intensive Methods In: Lecture Notes in Statistics, vol. 109, Springer Verlag, New York, pp. 17-34] estimator, as implemented by Croux and Haesbroeck [Croux, C., Haesbroeck, G., 2003. Implementing the Bianco and Yohai estimator for logistic regression. Computational Statististics and Data Analysis 44, 273-295], is proposed. The asymptotic distribution of the test statistic is derived. We carry out an empirical study to get a further insight into the stability of the p-value. Finally, a Monte Carlo study is performed to investigate the stability of both the level and the power of the test, for different choices of the weight function. (C) 2009 Elsevier B.V. All rights reserved.