Let Zn = {(x1, y1),...,(xn, yn)}, be a sample for the logistic model, where the first coordinate
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Let Zn = {(x1, y1),...,(xn, yn)}, be a sample for the logistic model, where the first coordinate of each xi is 1 if the model contains an intercept. Consider a new sample Z∗
n = {(−x1, 1 − y1),...,(−xn, 1 − yn)}.
(a) Explain why is desirable that an estimator ????̂ satisfies the equivariance property ????̂(Z∗
n ) = ????̂(Zn).
(b) Show that M-, WM- and CUBIF estimators satisfy this property.
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Related Book For 
Robust Statistics Theory And Methods
ISBN: 9781119214687
2nd Edition
Authors: Ricardo A. Maronna, R. Douglas Martin, Victor J. Yohai, Matías Salibián-Barrera
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