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Robust median estimator in logisitc regression
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SYSNO ASEP 0312780 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Robust median estimator in logisitc regression Title Robustní mediánový odhad vlogisické regresi Author(s) Hobza, T. (CZ)
Pardo, L. (ES)
Vajda, Igor (UTIA-B)Source Title Journal of Statistical Planning and Inference. - : Elsevier - ISSN 0378-3758
Roč. 138, č. 12 (2008), s. 3822-3840Number of pages 19 s. Language eng - English Country NL - Netherlands Keywords Logistic regression ; Median ; Robustness ; Consistency and asymptotic normality ; Morgenthaler ; Bianco and Yohai ; Croux and Hasellbroeck Subject RIV BB - Applied Statistics, Operational Research R&D Projects 1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000259755600019 DOI https://doi.org/10.1016/j.jspi.2008.02.010 Annotation A new method of smoothing of discrete data by means of a continuos random statistically sufficient transformation is proposed. This provides median of the trasformed data sensitive to the regrassion parameters of the original discrete model, thus allowing to apply their robust median estimation. Another new idea is the independent repeating of the smoothing to the same discrete data, called stochastic enhancing, which improves the performance of the estimation. Extensive simulations are used to demonstrate that this robust estimation outperforms the former methods known from the literature. Asymptotic theory of the estimation is established as well. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2009
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