English

Robust semiparametric inference for polytomous logistic regression with complex survey design

Methodology 2019-04-05 v1 Statistics Theory Applications Statistics Theory

Abstract

Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for the polytomous logistic regression model with such a complex survey. This family of semiparametric estimators is a robust generalization of the maximum quasi weighted likelihood estimator exploiting the advantages of the popular density power divergence measure. Accordingly robust estimators for the design effects are also derived. Robust testing of general linear hypotheses on the regression coefficients are proposed using the new estimators. Their asymptotic distributions and robustness properties are theoretically studied and also empirically validated through a numerical example and an extensive Monte Carlo study.

Keywords

Cite

@article{arxiv.1904.02219,
  title  = {Robust semiparametric inference for polytomous logistic regression with complex survey design},
  author = {Elena Castilla and Abhik Ghosh and Nirian Martin and Leandro Pardo},
  journal= {arXiv preprint arXiv:1904.02219},
  year   = {2019}
}

Comments

Preprint; Under Review

R2 v1 2026-06-23T08:28:37.704Z