Robust inference for generalized linear models with application to logistic regression

Gianfranco Adimari and Laura Ventura

Statistics & Probability Letters, 2001, vol. 55, issue 4, 413-419

Abstract: In this paper we consider a suitable scale adjustment of the estimating function which defines a class of robust M-estimators for generalized linear models. This leads to a robust version of the quasi-profile loglikelihood which allows us to derive robust likelihood ratio type tests for inference and model selection having the standard asymptotic behaviour. An application to logistic regression is discussed.

Keywords: Likelihood; ratio; test; Logistic; regression; M-estimator; Quasi-likelihood; Robustness (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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