A Wald-type test statistic based on robust modified median estimator in logistic regression models

作者：Hobza Tomas^*; Martin Nirian; Pardo Leandro

来源：Journal of Statistical Computation and Simulation, 2017, 87(12): 2309-2333.

DOI：10.1080/00949655.2017.1330414

• Logistic regression
• modified median estimator
• random regressors
• Wald-type test statistic
• 62F35
• 62F05

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.

• 出版日期2017