English, Article edition: ROBLGT: RATS module to estimate binomial logit robustly Eric Blankmeyer

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Bookmark: http://trove.nla.gov.au/version/102225
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  • code
Language
  • English

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Title
  • ROBLGT: RATS module to estimate binomial logit robustly
Author
  • Eric Blankmeyer
Physical Description
  • code
Notes
  • roblgt estimates a binary logit regression robustly. It screens the continuous-valued independent variables for leverage points that can seriously distort the logit regression. To guarantee the existence of the maximum- likelihood estimate, ROBLGT also applies a transformation to the binary dependent variable (see Rousseeuw and Christmann, "Robustness against separation and outliers in logistic regression," Computational Statistics and Data Analysis 43 (2003), 315-332).
  • logit, robust estimation
  • RePEc:boc:bocode:r951102
Language
  • English
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