Robust tests in generalized linear models with missing responses
العنوان: | Robust tests in generalized linear models with missing responses |
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المؤلفون: | Bianco, Ana Maria, Boente, Graciela Lina, Rodrigues, Isabel |
المصدر: | www.researchgate.net/profile/Ana_Bianco/citations CONICET Digital (CONICET) Consejo Nacional de Investigaciones Científicas y Técnicas instacron:CONICET |
بيانات النشر: | Elsevier Science Bv, 2013. |
سنة النشر: | 2013 |
مصطلحات موضوعية: | purl.org/becyt/ford/1 [https], Influence function, Generalized linear models, Ciencias Naturales y Exactas, Fisher-consistency, Matemáticas, Estadística y Probabilidad, Missing data, purl.org/becyt/ford/1.1 [https], Outliers, Robust testing |
الوصف: | In many situations, data follow a generalized linear model in which the mean of the responses is modelled, through a link function, linearly on the covariates. Robust estimators for the regression parameter in order to build test statistics for this parameter, when missing data occur in the responses, are considered. The asymptotic behaviour of the robust estimators for the regression parameter is obtained, under the null hypothesis and under contiguous alternatives. This allows us to derive the asymptotic distribution of the robust Wald-type test statistics constructed from the proposed estimators. The influence function of the test statistics is also studied. A simulation study allows us to compare the behaviour of the classical and robust tests, under different contamination schemes. Applications to real data sets enable to investigate the sensitivity of the p-value to the missing scheme and to the presence of outliers. Fil: Bianco, Ana Maria. Universidad de Buenos Aires. Facultad de Cs.exactas y Naturales. Instituto de Calculo; Argentina; Fil: Boente Boente, Graciela Lina. Consejo Nacional de Invest.cientif.y Tecnicas. Oficina de Coordinacion Administrativa Ciudad Universitaria. Instituto de Investigaciones Matematicas; Fil: Rodrigues, Isabel. Instituto Superior Tecnico. Department Of Mathematics; Portugal |
وصف الملف: | application/pdf |
اللغة: | English |
الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::31039b82a508342789b0a18d51fd6d70Test http://www.sciencedirect.com/science/article/pii/S0167947312002071Test |
حقوق: | OPEN |
رقم الانضمام: | edsair.dedup.wf.001..31039b82a508342789b0a18d51fd6d70 |
قاعدة البيانات: | OpenAIRE |
الوصف غير متاح. |