A New Robust Approach for Multinomial Logistic Regression With Complex Design Model
Elena Castilla, Pedro J. Chocano
Abstract
Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\phi $ </tex-math></inline-formula> -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.
Topics & Concepts
Multinomial logistic regressionEstimatorRobustness (evolution)NotationMultinomial distributionLogistic regressionMathematicsDivergence (linguistics)R packageStatisticsComputer scienceApplied mathematicsAlgorithmArithmeticPhilosophyBiochemistryLinguisticsChemistryGeneAdvanced Statistical Methods and ModelsSurvey Sampling and Estimation TechniquesOptimal Experimental Design Methods