Statistical Laboratory
Iowa State University
DATE AND TIME: Friday, January 28, 2005, 4:10 p.m.
PLACE: 319 Snedecor
SPEAKER: Howard Bondell, Department of Statistics, Rutgers University, New Brunswick, NJ
TITLE: Robust Logistic Regression via the Case-Control
Formulation
ABSTRACT
It is well known that the maximum likelihood fit of the logistic regression
parameters can be greatly affected by atypical observations. Several robust
alternatives have been proposed in the literature and implemented in standard
statistical software packages. However, upon considering the model via the
case-control viewpoint, it is clear that current techniques can exhibit poor
behavior in many common situations.
A new robust class of estimation procedures is introduced. The
estimates are constructed via a minimum distance approach after identifying the
model with a semi-parametric biased sampling model. The approach is
developed under the case-control sampling scheme, but is applicable under
prospective sampling as well. Estimators resulting from this minimum distance
methodology are shown to compare favorably with existing methods used in
logistic regression.
An alternative version of the current "bounded influence" class is also
introduced in order to alleviate the difficulties found to be associated with
the existing procedures.
These new approaches can be highly efficient if the model is true, while
remaining robust to small deviations in the model. Thus they can be used
to fit the logistic regression model if it is appropriate for the bulk of the
data, even in the presence of atypical observations
COFFEE: 3:45 p.m., 104 Snedecor Hall