Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

On Robustness of Median Estimator in Bernoulli Logistic Regression

Typ:

Conference paper

Authors:

Hobza T., Pardo L.

Proceedings name:

Proc. of Prague Stochastics 2006, Marie Hušková and Martin Janžura (eds.).

Publisher:

Matfzypress

Serie:

Praha

Year:

2006

Pages:

396-406

ISBN:

80-86732-75-4

Contact:

Ing. Tomáš Hobza, Ph.D. (ÚTIA - Oddělení stochastické informatiky)

Keywords:

logistic regression, median estimator, robustness

URL (www page):

http://simu0292.utia.cas.cz/pragstoch06/

attachment1:

hobza-PS06.pdf [file]

Anotation:

In the paper the median estimator of the logistic regression parameters employing smoothed data in the discrete case is considered. Sensitivity of this estimator to contaminations of the logistic regression data is studied by simulations and compared with the sensitivity of some robust estimators previously introduced to logistic regression.