Optimally hounded score functions for generalized linear models with applications to logistic regression

abstract

• We study optimally bounded score functions for estimating regression parameters in a generalized linear model. Our work extends results obtained by Krasker & Welsch (1982) for the linear model and provides a simple proof of Krasker & Welsch's first-order condition for strong optimality. The application of these results to logistic regression is studied in some detail with an example given comparing the bounded-influence estimator with maximum likelihood. 1986 Biometrika Trust.

authors

• Carroll, Raymond

published proceedings

• Biometrika

author list (cited authors)

• STEFANSKI, L. A., CARROLL, R. J., & RUPPERT, D.

citation count

• 41

complete list of authors

• STEFANSKI, LEONARD A||CARROLL, RAYMOND J||RUPPERT, DAVID

publication date

• August 1986

publisher

• Oxford University Press (OUP)  Publisher

published in

• Biometrika  Journal

keywords

• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.1093/biomet/73.2.413

start page

• 413

end page

• 424

volume

• 73

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1093%2Fbiomet%2F73.2.413