Abstract

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.

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IEEE

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URI

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

DOI

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

Date

2022-06-29

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Keywords

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

Citation

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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