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Robust inference in generalized linear models. (English) Zbl 1348.62094
Summary: Robust inference on the parameters in generalized linear models is performed using the weighted likelihood method. Two cases are considered: a case with replicated observations and a case with a single observation of the dependent variable for each combination of the explanatory variables. The first case is common in the design of experiments, while the second case arises in observational studies. Theoretical and computational results on real datasets are presented and compared with other existing techniques.

MSC:
62F35 Robustness and adaptive procedures (parametric inference)
62G35 Nonparametric robustness
62J12 Generalized linear models (logistic models)
Software:
R
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