The breakdown value of the L1 estimator in contingency tables

Mia Hubert

Statistics & Probability Letters, 1997, vol. 33, issue 4, 419-425

Abstract: First we derive the maximal breakdown value of regression equivariant estimators in two-way contingency tables under the loglinear independence model. We then prove that the L1 estimator achieves this maximal breakdown value. Finally, we illustrate how these results can be generalized towards the uniform association model for contingency tables with ordered categories.

Keywords: L1; regression; Breakdown; value; Contingency; tables; Uniform; association; model (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (3)

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