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ROBLGT: RATS module to estimate binomial logit robustly

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Author Info
Eric Blankmeyer () (Texas State University)
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).

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File URL: http://fmwww.bc.edu/repec/bocode/r/roblgt.src
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number R951102.

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Programming language: RATS
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Date of creation: 24 Jan 2005
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Handle: RePEc:boc:bocode:r951102

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Related research
Keywords: logit; robust estimation;

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This page was last updated on 2010-1-4.

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