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documentation on family = robust(...

To: s-news@lists.biostat.wustl.edu
Subject: documentation on family = robust(...
From: Kenneth Rice <kenneth.rice@mrc-bsu.cam.ac.uk>
Date: Mon, 23 Feb 2004 16:25:35 +0000 (GMT)
Reply-to: Kenneth Rice <kenneth.rice@mrc-bsu.cam.ac.uk>
Dear S users,

I'm exploring robust versions of logistic regression; the output I get using 
glm( ... family= robust(binomial) ) looks sensible but I haven't found much 
documentation on what's actually being done.

Examining the robust(binomial) object there seems to be something in there akin 
to M-estimation with a Huber influence function - could someone please clarify 
this and (even better) provide a reference that I can cite?

Many thanks

Ken Rice

_____________________________________________________
Kenneth Rice
MRC Biostatistics Unit
Inst. of  Public Health
Forvie Site, Robinson Way
Cambridge, CB2 2SR
Tel: (+44) 01223-330-369



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