Conditionally Unbiased Bounded Influence Robust Regression with Applications to Generalized Linear Models.

Abstract

This document proposes a class of bounded influence robust regression estimators with conditionally unbiased estimating functions given the design. Optimal estimators are found within this class. Applications are made to generalized linear models. An example applying logistic regression to food stamp data is discussed. Keywords: Asymptotic bias; Generalized linear models; Linear regression.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1987
Accession Number
ADA186319

Entities

People

  • H. R. Kunsch
  • L. A. Stefanski
  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Bias
  • Classification
  • Computational Complexity
  • Covariance
  • Data Science
  • Estimators
  • Food Stamps
  • Information Science
  • North Carolina
  • Optimal Estimators
  • Scientific Research
  • Security
  • Statistical Analysis
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.