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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

  • Czech description

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