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תחוםסטטיסטיקהסטטיסטיקה
משפחהRegression modelRegression model
שנת המקור1934 / 1980s2001
הוגה השיטהHal White (sandwich variance); classical probit by Bliss (1934)Cantoni & Ronchetti (2001); Bondell (2008)
סוגBinary outcome regression with robust inferenceRobust generalized linear model (binary outcome)
מקור מכונןWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Cantoni, E. & Ronchetti, E. (2001). Robust Inference for Generalized Linear Models. Journal of the American Statistical Association, 96(455), 1022-1030. DOI ↗
כינוייםprobit with robust standard errors, sandwich-SE probit, heteroscedasticity-robust probit, M-estimation probitrobust binary regression, weighted logistic regression, Mallows-type logistic regression, Robust Lojistik Regresyon
קשורות45
תקצירThe Robust Probit Model estimates the probability of a binary outcome using the probit link function while protecting inference from misspecification of the error distribution or heteroscedasticity. Coefficients are obtained via maximum likelihood; standard errors are then replaced by the sandwich (Huber-White) estimator, which remains consistent even when the assumed error variance is incorrect.Robust Logistic Regression is a variant of logistic regression that is resistant to outliers and leverage points, fitting a binary or categorical outcome with Mallows-type weighted estimation. The robust framework for generalized linear models was developed by Cantoni and Ronchetti (2001), with a weighting approach later refined by Bondell (2008).
ScholarGateמערך נתונים
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  1. v1
  2. 2 מקורות
  3. PUBLISHED

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ScholarGateהשוואת שיטות: Robust Probit Model · Robust Logistic Regression. אוחזר בתאריך 2026-06-15 מתוך https://scholargate.app/he/compare