ROBLGT: RATS module to estimate binomial logit robustly

Eric Blankmeyer ()
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Eric Blankmeyer: Texas State University

Statistical Software Components from Boston College Department of Economics

Abstract: roblgt estimates a binary logit regression robustly. It screens the continuous-valued independent variables for leverage points that can seriously distort the logit regression. To guarantee the existence of the maximum- likelihood estimate, ROBLGT also applies a transformation to the binary dependent variable (see Rousseeuw and Christmann, "Robustness against separation and outliers in logistic regression," Computational Statistics and Data Analysis 43 (2003), 315-332).

Language: RATS
Keywords: logit; robust estimation (search for similar items in EconPapers)
Date: 2005-01-24

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