Robust logistic regression
Statistical Modeling, Causal Inference, and Social Science 2013-06-07
Summary:
Corey Yanofsky writes: In your work, you’ve robustificated logistic regression by having the logit function saturate at, e.g., 0.01 and 0.99, instead of 0 and 1. Do you have any thoughts on a sensible setting for the saturation values? My intuition suggests that it has something to do with proportion of outliers expected in the [...]
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