Robust Inference for Generalized Linear Models
广义线性模型的稳健推断
By starting from a natural class of robust estimators for generalized linear models based on the notion of quasi-likelihood, we define robust deviances that can be used for stepwise model selection as in the classical framework. We derive the asymptotic distribution of tests based on robust deviances, and we investigate the stability of their asymptotic level under contamination. The binomial and Poisson models are treated in detail. Two applications to real data and a…