Robust binary regression |
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Authors: | Sahar Hosseinian Stephan Morgenthaler |
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Institution: | Ecole Polytechnique Fédérale de Lausanne (EPFL) Ecole Polytechnique fédérale de Lausanne (EPFL), IMA, Station 8, 1015 Lausanne, Switzerland |
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Abstract: | Robust procedures increase the reliability of the results of a data analysis. We studied such a robust procedure for binary regression models based on the criterion of least absolute deviation. The resulting estimating equation consists in a simple modification of the familiar maximum likelihood equation. This estimator is easy to compute with existing computational procedures and gives a high degree of protection. |
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