Seminar Notice

 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