A New Robust Approach for Multinomial Logistic Regression With Complex Design Model

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2022_IEEE_Pedro.pdf (1.29 MB)

Fecha

2022-06-29

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Editor

IEEE

URI

https://hdl.handle.net/10115/27412

DOI

https://doi.org/10.1109/TIT.2022.3187063

Resumen

Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on φ-divergence measures. We compute the influence function of the proposed estimators and tests and discuss some consequences. Their robustness is illustrated by an extensive simulation study and two real examples.

Descripción

Palabras clave

Divergence measures , Influence function , Multinomial logistic regression model , Robustness , Wald-type tests

Citación

E. Castilla and P. J. Chocano, "A New Robust Approach for Multinomial Logistic Regression With Complex Design Model," in IEEE Transactions on Information Theory, vol. 68, no. 11, pp. 7379-7395, Nov. 2022, doi: 10.1109/TIT.2022.3187063.

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