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temporelle
Prof. Anna-Clara Monti (Università degli Studi del Sannio)
2481
Vues
Robust Inference for Ordinal Response Model
samedi 2 juillet 2016
Geneva school of economics and management -
RESEARCH CENTER FOR STATISTICS
Ordinal response models are commonly used to describe how opinions, judgments, evaluations,
preferences, and so forth, depend on subjects’ covariates. Since the support of the response variable
is discrete and finite, it is often assumed that classical estimation and testing techniques are not
affected by deviations from the stochastic assumptions. Nevertheless, outlying covariates as well as
anomalous responses can strongly affect the reliability of likelihood based inferential procedures.
Consequently alternative robust estimators and tests are proposed, and their properties
investigated. Furthermore intrinsic robustness features of the link functions are also considered.
preferences, and so forth, depend on subjects’ covariates. Since the support of the response variable
is discrete and finite, it is often assumed that classical estimation and testing techniques are not
affected by deviations from the stochastic assumptions. Nevertheless, outlying covariates as well as
anomalous responses can strongly affect the reliability of likelihood based inferential procedures.
Consequently alternative robust estimators and tests are proposed, and their properties
investigated. Furthermore intrinsic robustness features of the link functions are also considered.
Collection
Elvezio Ronchetti 60th birthday workshop
Prof. Loriano Mancini (Swiss Federal Institute of Technology)
Loriano Mancini
samedi 2 juillet 2016