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The breakdown value of the L1 estimator in contingency tables

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  • Hubert, Mia

Abstract

First we derive the maximal breakdown value of regression equivariant estimators in two-way contingency tables under the loglinear independence model. We then prove that the L1 estimator achieves this maximal breakdown value. Finally, we illustrate how these results can be generalized towards the uniform association model for contingency tables with ordered categories.

Suggested Citation

  • Hubert, Mia, 1997. "The breakdown value of the L1 estimator in contingency tables," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 419-425, May.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:4:p:419-425
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    References listed on IDEAS

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    1. He, Xuming, et al, 1990. "Tail Behavior of Regression Estimators and Their Breakdown Points," Econometrica, Econometric Society, vol. 58(5), pages 1195-1214, September.
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    Cited by:

    1. Tino Werner, 2023. "Quantitative robustness of instance ranking problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 335-368, April.
    2. Davies, P. Laurie & Gather, U., 2002. "Breakdown and groups," Technical Reports 2002,57, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    3. Eric Blankmeyer, 2018. "Measurement Errors as Bad Leverage Points," Papers 1807.02814, arXiv.org, revised Mar 2020.

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    More about this item

    Keywords

    L1 regression Breakdown value Contingency tables Uniform association model;

    JEL classification:

    • L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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