• The Korean Journal of Applied Statistics
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• v.20 no.3
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• pp.551-559
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• 2007

The maximum likelihood estimation is not robust against outliers in the logistic regression. Thus we propose an algorithm for the robust estimation, which identifies the bad leverage points and vertical outliers by the V-mask type criterion, and then strives to dampen the effect of outliers. Our main finding is that, by an appropriate selection of weights and factors, we could obtain the logistic estimates with high breakdown point. The proposed algorithm is evaluated by means of the correct classification rate on the basis of real-life and artificial data sets. The results indicate that the proposed algorithm is superior to the maximum likelihood estimation in terms of the classification.