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ROBLGT: RATS module to estimate binomial logit robustly

Author

Listed:
  • Eric Blankmeyer

    (Texas State University)

Programming Language

RATS

Abstract

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).

Suggested Citation

  • Eric Blankmeyer, 2005. "ROBLGT: RATS module to estimate binomial logit robustly," Statistical Software Components R951102, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:r951102
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    File URL: http://fmwww.bc.edu/repec/bocode/r/roblgt.src
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    More about this item

    Keywords

    logit; robust estimation; RATS;
    All these keywords.

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