Robust Inference in Generalized Linear Models |
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Authors: | Fatemah Alqallaf Claudio Agostinelli |
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Affiliation: | 1. Department of Statistics and Operations Research, Kuwait University, Safat, Kuwait;2. Department of Mathematics, University of Trento, Trento, TN, Italy |
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Abstract: | 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. |
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Keywords: | Gamma model Inverse Gaussian model Outliers Poisson model Robust estimation Robust model selection Weighted likelihood. |
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