演講公告

東海大學統計學系學術演講20170606

公告時間:2017-05-19 10:47:21
公告單位:統計學系

 

 

東海大學統計學系學術演講

間:1060606日(星期二下午14:10~15:00

點:管理學院新大樓M367

主講人:洪 副教授   (台大流行病學與預防醫學研究所)

題:Robust mislabel logistic regression without modeling mislabel probability

Abstract

Logistic regression is the most widely used statistical method for linear discrim- inant analysis.   In many applications, however, we can only observe the possibly mislabeled response, and directly fitting logistic regression model can cause serious bias. A commonly used solution is to fit mislabel logistic regression, which models the success probability under the consideration of mislabeling. Although mislabel logistic regression is demonstrated to be useful, its success relies on the correctness of an extra modeling for mislabel probability, which is rarely known in practice. Another branch of method stays with the conventional logistic regression model, but adopts a robust M-estimation by down-weighting suspected sub jects. To en- sure consistency, a bias correction term is subtracted from the estimating equation, but may increase the diculty of interpretation. In this work, we propose a new robust γ-logistic regression that avoids modeling the mislabeling probability, by the virtue of γ-divergence. Another merit is that γ-logistic uses a dierent bias cor- rection scheme, which results in a weighted expression of the estimating equation. These properties make γ-logistic more robust in model fitting, more intuitive in explanation, and easier in implementation.

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