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

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

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Year of publication:	2002
Authors:	Croux, Christophe ; Flandre, Cécile ; Haesbroeck, Gentiane
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 4, p. 377-386
Publisher:	Elsevier
Keywords:	Breakdown point Logistic regression Maximum likelihood Robust estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254635