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Robust Inference for Generalized Linear Models

✍ Scribed by Cantoni, Eva; Ronchetti, Elvezio


Book ID
121007548
Publisher
American Statistical Association
Year
2001
Tongue
English
Weight
350 KB
Volume
96
Category
Article
ISSN
0162-1459

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Robust inference for generalized linear
✍ Gianfranco Adimari; Laura Ventura πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 125 KB

In this paper we consider a suitable scale adjustment of the estimating function which deΓΏnes a class of robust M-estimators for generalized linear models. This leads to a robust version of the quasi-proΓΏle loglikelihood which allows us to derive robust likelihood ratio type tests for inference and