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Biometrika 1994 81(2):413-417; doi:10.1093/biomet/81.2.413
© 1994 by Biometrika Trust
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MISCELLANEA

Least median of weighted squares in logistic regression with large strata

ANDREAS CHRISTMANN

Department of Statistics, University of Dortmund Postfach 50 05 00, D-44221 Dortmund, Germany

One aim of robust regression is to find estimators with high finite sample breakdown points. Although various robust estimators have been proposed in logistic regression models, their breakdown points are not yet known. Here it is shown for logistic regression models with binary data that there is no estimator with a high finite sample breakdown point, provided the estimator has to fulfill a weak condition. In logistic regression models with large strata however, a modification of Rousseeuw's least median of squares estimator is shown to have a finite sample breakdown point of approximately 1/2.

Key Words: High breakdown point • Least median of squares • Logistic regression • Robust regression


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