A new robust approach for multinomial logistic regression with complex design model

Elena Castilla; Pedro J. Chocano

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arXiv · 2102.03073

A new robust approach for multinomial logistic regression with complex design model

Elena Castilla·Pedro J. Chocano

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Abstract

Robust estimators and Wald-type tests are developed for the multinomial logistic regression based on $\phi$-divergence measures. The robustness of the proposed estimators and tests is proved through the study of their influence functions and it is also illustrated with two numerical examples and an extensive simulation study.

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Elena Castilla, Pedro J. Chocano. 2021-02-05. A new robust approach for multinomial logistic regression with complex design model. https://arxiv.org/abs/2102.03073

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