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Admissibility of the maximum likelihood estimator in the regression of two predictands on one predictor

✍ Scribed by Stanley L. Sclove

Book ID
105603110
Publisher
Springer Japan
Year
1970
Tongue
English
Weight
143 KB
Volume
22
Category
Article
ISSN
0020-3157

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πŸ“œ SIMILAR VOLUMES

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✍ Manabu Iwasa; Yoshiya Moritani πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 279 KB

In estimating a bounded normal mean, it is known that the maximum likelihood estimator is inadmissible for squared error loss function. In this paper, we discuss the admissibility for other loss functions. We prove that the maximum likelihood estimator is admissible under absolute error loss.

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The breakdown behavior of the maximum likelihood estimator in the logistic regression model
✍ Christophe Croux; CΓ©cile Flandre; Gentiane Haesbroeck πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 145 KB

In this note we discuss the breakdown behavior of the maximum likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to inΓΏnity, but rather breaks down to zero when adding severe outliers to a data set. An example conΓΏrms this behavior.