{"title":"Huber M-estimator for Cumulative Odds Model with Application to the Measurement of Students' Final Exam Grades","authors":"Faiz Bin Zulkifli, Zulkifley Bin Mohmed, N. Azmee","doi":"10.18187/pjsor.v18i2.2996","DOIUrl":null,"url":null,"abstract":"The Huber M-estimator is proposed in this study as a robust method for estimating the parameters of the cumulative odds model, which includes a logistic link function and polytomous explanatory variables. With the help of an intensive Monte Carlo simulation study carried out using the statistical software R, this study evaluates the performance of the maximum likelihood estimator (MLE) and the robust technique developed. Bias, RMSE, and the Lipsitz Statistic are used to measure comparisons. When conducting the simulation study, different sample sizes, contamination proportions, and error standard deviations are considered. Preliminary findings indicate that the M-estimator with Huber weight estimates produces the best results for parameter estimation and overall model fitting compared to the MLE. As an illustration, the procedure is applied to real-world data of students' final exam grades as measured by two different estimators.","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Pakistan Journal of Statistics and Operation Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.18187/pjsor.v18i2.2996","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
The Huber M-estimator is proposed in this study as a robust method for estimating the parameters of the cumulative odds model, which includes a logistic link function and polytomous explanatory variables. With the help of an intensive Monte Carlo simulation study carried out using the statistical software R, this study evaluates the performance of the maximum likelihood estimator (MLE) and the robust technique developed. Bias, RMSE, and the Lipsitz Statistic are used to measure comparisons. When conducting the simulation study, different sample sizes, contamination proportions, and error standard deviations are considered. Preliminary findings indicate that the M-estimator with Huber weight estimates produces the best results for parameter estimation and overall model fitting compared to the MLE. As an illustration, the procedure is applied to real-world data of students' final exam grades as measured by two different estimators.
本研究提出Huber m -估计量作为累积机率模型参数估计的鲁棒方法,该模型包含一个逻辑连结函数和多个解释变量。在使用统计软件R进行的密集蒙特卡罗模拟研究的帮助下,本研究评估了最大似然估计器(MLE)的性能和开发的鲁棒技术。偏倚、均方根误差和利普西统计量被用来衡量比较。在进行模拟研究时,考虑了不同的样本量、污染比例和误差标准偏差。初步结果表明,与MLE相比,带有Huber权值估计的m估计器在参数估计和整体模型拟合方面产生了最好的结果。作为一个例子,该过程应用于学生期末考试成绩的真实数据,由两个不同的估计器测量。
期刊介绍:
Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.