A new robust approach for multinomial logistic regression with complex design model

2021/02/05 by Elena Castilla, Castilla, Elena, Pedro J. Chocano +1
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.2102.03073

arxiv created 2021/02/05 · openalex publication_date 2021/02/05 · arxiv updated 2021/02/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on ϕ-divergence measures. The robustness of the proposed estimators and tests is proved through the study of their influence functions and it is also illustrated with two numerical examples and an extensive simulation study.

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