A Wald-type test statistic based on robust modified median estimator in logistic regression models |
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| Authors: | Tomáš Hobza Nirian Martín Leandro Pardo |
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| Affiliation: | 1. Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Prague Czech Republichobza@fjfi.cvut.cz;3. Department of Statistics and Operations Research II (Decision Methods), Complutense University of Madrid, Madrid Spain;4. Department of Statistics and Operations Research I, Complutense University of Madrid, Madrid Spain |
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| Abstract: | In this paper a new robust estimator, modified median estimator, is introduced and studied for the logistic regression model. This estimator is based on the median estimator considered in Hobza et al. [Robust median estimator in logistic regression. J Stat Plan Inference. 2008;138:3822–3840]. Its asymptotic distribution is obtained. Using the modified median estimator, we also consider a Wald-type test statistic for testing linear hypotheses in the logistic regression model and we obtain its asymptotic distribution under the assumption of random regressors. An extensive simulation study is presented in order to analyse the efficiency as well as the robustness of the modified median estimator and Wald-type test based on it. |
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| Keywords: | Logistic regression modified median estimator random regressors Wald-type test statistic |
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