High Breakdown Point Estimators in Logistic Regression

Author(s):  
Andreas Christmann
2021 ◽  
Vol 16 (2) ◽  
pp. 109-115
Author(s):  
Nicholas P. Dibal ◽  
Hamadu Dallah

Observations on certain real-life cases include units that are incompatible with other data sets. Values that are extreme in nature do influence estimates obtained by conventional estimators. Robust estimators are therefore necessary for efficient estimation of parameters. This paper uses stratification with simple random sampling without replacement to optimize sample allocation in stratum for efficient parameter estimation as an alternative method of handling highly contaminated samples. Our proposed method stratifies the highly contaminated population into two non-overlapping sub-populations, and stratified samples of sizes 50, 200, and 500 was drawn. We estimate the model parameters form the contaminated sampled data using ordinary least squares under the proposed method, and using the two high breakdown point estimators; the Least Median of Squares and Least Trimmed Squares. Our findings shows that the proposed method did not perform well for low contamination levels (⩽ 30%) but outperformed Least Median of Squares and Least Trimmed Squares for higher contamination rates (⩾ 40%). This indicates that our proposed method compares well and compete favorably with the two high breakdown point estimators.


2002 ◽  
Vol 18 (5) ◽  
pp. 1172-1196 ◽  
Author(s):  
Victoria Zinde-Walsh

High breakdown point estimators in regression are robust against gross contamination in the regressors and also in the errors; the least median of squares (LMS) estimator has the additional property of packing the majority of the sample most tightly around the estimated regression hyperplane in terms of absolute deviations of the residuals and thus is helpful in identifying outliers. Asymptotics for a class of high breakdown point smoothed LMS estimators are derived here under a variety of conditions that allow for time series applications; joint limit processes for several smoothed estimators are examined. The limit process for the LMS estimator is represented via a generalized Gaussian process that defines the generalized derivative of the Wiener process.


Statistics ◽  
1998 ◽  
Vol 32 (2) ◽  
pp. 111-129 ◽  
Author(s):  
D. L. Vandev ◽  
N. M. Neykov*

2008 ◽  
Vol 24 (6) ◽  
pp. 1500-1529 ◽  
Author(s):  
Pavel Čížek

High-breakdown-point regression estimators protect against large errors and data contamination. We generalize the concept of trimming used by many of these robust estimators, such as the least trimmed squares and maximum trimmed likelihood, and propose a general trimmed estimator, which renders robust estimators applicable far beyond the standard (non)linear regression models. We derive here the consistency and asymptotic distribution of the proposed general trimmed estimator under mild β-mixing conditions and demonstrate its applicability in nonlinear regression and limited dependent variable models.


Sign in / Sign up

Export Citation Format

Share Document