DocumentCode
2747312
Title
Robust bootstrap methods in logistic regression model
Author
Ariffin, S.B. ; Midi, H.
Author_Institution
Dept. of Math., Univ. Putra Malaysia, Serdang, Malaysia
fYear
2012
fDate
10-12 Sept. 2012
Firstpage
1
Lastpage
6
Abstract
Bootstrapping is rapidly becoming a popular alternative tool to estimate coefficients and standard errors for logistic regression model. It is now evident that the presence of high leverage points give adverse effect on the classical bootstrap (CB) estimates as its highly dependent on the classical maximum likelihood estimator (MLE). In this paper, we propose two robust bootstrap methods, namely the diagnostic logistic before bootstrap (DLGBB) and the weighted logistic bootstrap with probability (WLGBP) to remedy the effect of high leverage points on bootstrap estimates. The conceptual behind the DLGBB method is to apply resampling with the remaining good observations. Meanwhile, in the WLGBP method probability selection procedure is formulated by assigning lower probability to high leverage points. Medical real data sets are employed to evaluate the performance of the DLGBB and the WLGBP estimates as compared to the CB estimates. The findings signify that the DLGBB is the most efficient method followed by the WLGBP.
Keywords
maximum likelihood estimation; medicine; probability; regression analysis; CB; DLGBB; MLE; WLGBP; classical bootstrap; classical maximum likelihood estimator; diagnostic logistic before bootstrap; logistic regression model; medical real data sets; probability selection procedure; robust bootstrap methods; weighted logistic bootstrap with probability; Indexes; Logistics; Maximum likelihood estimation; Pediatrics; Robustness; Standards; Vectors; Logistic regression; high leverage points; maximum likelihood estimator; random-X resampling; robust bootstrap;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistics in Science, Business, and Engineering (ICSSBE), 2012 International Conference on
Conference_Location
Langkawi
Print_ISBN
978-1-4673-1581-4
Type
conf
DOI
10.1109/ICSSBE.2012.6396613
Filename
6396613
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