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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.

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