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Robust inference for generalized linear models with application to logistic regression. (English) Zbl 0994.62062
Summary: We consider a suitable scale adjustment of the estimating function which defines a class of robust \(M\)-estimators for generalized linear models. This leads to a robust version of the quasi-profile loglikelihood which allows us to derive robust likelihood ratio type tests for inference and model selection having the standard asymptotic behaviour. An application to logistic regression is discussed.

62J12 Generalized linear models (logistic models)
62F35 Robustness and adaptive procedures (parametric inference)
Full Text: DOI
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