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

Castilla, ElenaChocano, Pedro J.2023-12-182023-12-182022-06-29E. 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.2022.3187063.1557-9654https://hdl.handle.net/10115/27412Robust 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.engDivergence measuresInfluence functionMultinomial logistic regression modelRobustnessWald-type testsA New Robust Approach for Multinomial Logistic Regression With Complex Design Modelinfo:eu-repo/semantics/article10.1109/TIT.2022.3187063info:eu-repo/semantics/embargoedAccess