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The breakdown behavior of the maximum likelihood estimator in the logistic regression model

✍ Scribed by Christophe Croux; Cécile Flandre; Gentiane Haesbroeck

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
145 KB
Volume
60
Category
Article
ISSN
0167-7152

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✦ Synopsis

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 inÿnity, but rather breaks down to zero when adding severe outliers to a data set. An example conÿrms this behavior.

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