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Small-sample performance of robust methods in logistic regression

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Date

2006

Authors

Nargis, Suraiya
Richardson, Alice

Journal Title

Journal ISSN

Volume Title

Publisher

World Scientific Publishing Co Pte Ltd

Access Statement

Research Projects

Organizational Units

Journal Issue

Abstract

In this paper we aim to deepen our understanding of the behaviour of robust methods in logistic regression. Firstly we describe a number of approaches to robust estimation in logistic regression. Next we test aspects of their behaviour through a small simulation study of binary data only. Finally, opportunities for further research are presented.

Description

Keywords

Generalised linear model, Simulation study

Citation

URI

https://hdl.handle.net/1885/733800269

Collections

ANU Research Publications

Source

Type

Conference paper

Book Title

Contributions to Probability and Statistics: Applications and Challenges - Proceedings of the International Statistics Workshop

Entity type

Publication

Access Statement

License Rights

DOI

10.1142/9789812772466_0012

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