Robust and accurate inference for generalized linear models

  title={Robust and accurate inference for generalized linear models},
  author={Serigne N. L{\^o} and Elvezio Ronchetti},
  journal={J. Multivariate Analysis},
Abstract In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on first order asymptotic theory and their accuracy in moderate to small samples is still an open question. In this paper we propose a test statistic which combines robustness… CONTINUE READING


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