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  • The paper investigates generalized linear models (GLM's) with binary responses such as the logistic, probit, log-log, complementary log-log, scobit and power logit models. It introduces a median estimator of the underlying structural parameters of these models based on statistically smoothed binary responses. Consistency and asymptotic normality of this estimator are proved. Examples of derivation of the asymptotic covariance matrix under the above mentioned models are presented. Finally some comments concerning a method called enhancement and robustness of median estimator are given and results of simulation experiment comparing behavior of median estimator with other robust estimators for GLM's known from the literature are reported.
  • The paper investigates generalized linear models (GLM's) with binary responses such as the logistic, probit, log-log, complementary log-log, scobit and power logit models. It introduces a median estimator of the underlying structural parameters of these models based on statistically smoothed binary responses. Consistency and asymptotic normality of this estimator are proved. Examples of derivation of the asymptotic covariance matrix under the above mentioned models are presented. Finally some comments concerning a method called enhancement and robustness of median estimator are given and results of simulation experiment comparing behavior of median estimator with other robust estimators for GLM's known from the literature are reported. (en)
Title
  • ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES
  • ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES (en)
skos:prefLabel
  • ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES
  • ROBUST MEDIAN ESTIMATOR FOR GENERALIZED LINEAR MODELS WITH BINARY RESPONSES (en)
skos:notation
  • RIV/68407700:21340/12:00199078!RIV13-MSM-21340___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S, Z(MSM6840770039)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 165853
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21340/12:00199078
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • generalized linear models; binary responses; statistical smoothing; statistical enhancing; median estimator (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [0C1BAAB3D5C0]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 48
http://linked.open...iv/tvurceVysledku
  • Hobza, Tomáš
  • Vajda, I.
  • Pardo, L.
http://linked.open...ain/vavai/riv/wos
  • 000310190200008
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 21340
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