A Wald-type test statistic based on robust modified median estimator in logistic regression models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F17%3A00315973" target="_blank" >RIV/68407700:21340/17:00315973 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1080/00949655.2017.1330414" target="_blank" >http://dx.doi.org/10.1080/00949655.2017.1330414</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/00949655.2017.1330414" target="_blank" >10.1080/00949655.2017.1330414</a>
Alternative languages
Result language
angličtina
Original language name
A Wald-type test statistic based on robust modified median estimator in logistic regression models
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA15-15049S" target="_blank" >GA15-15049S: Detection of stochastic universalities in non-equilibrium states of socio-physical systems by means of Random Matrix Theory</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Statistical Computation and Simulation
ISSN
0094-9655
e-ISSN
1563-5163
Volume of the periodical
87
Issue of the periodical within the volume
12
Country of publishing house
GB - UNITED KINGDOM
Number of pages
25
Pages from-to
2309-2333
UT code for WoS article
000402996800003
EID of the result in the Scopus database
2-s2.0-85019675216