title: Robust inference in the negative binomial regression model with an application to falls data.
abstract: A popular way to model overdispersed count data, such as the number of falls reported during intervention studies, is by means of the negative binomial (NB) distribution. Classical estimating methods are well-known to be sensitive to model misspecifications, taking the form of patients falling much more than expected in such intervention studies where the NB regression model is used. We extend in this article two approaches for building robust M-estimators of the regression parameters in the class of generalized linear models to the NB distribution. The first approach achieves robustness in the response by applying a bounded function on the Pearson residuals arising in the maximum likelihood estimating equations, while the second approach achieves robustness by bounding the unscaled deviance components. For both approaches, we explore different choices for the bounding functions. Through a unified notation, we show how close these approaches may actually be as long as the bounding functions are chosen and tuned appropriately, and provide the asymptotic distributions of the resulting estimators. Moreover, we introduce a robust weighted maximum likelihood estimator for the overdispersion parameter, specific to the NB distribution. Simulations under various settings show that redescending bounding functions yield estimates with smaller biases under contamination while keeping high efficiency at the assumed model, and this for both approaches. We present an application to a recent randomized controlled trial measuring the effectiveness of an exercise program at reducing the number of falls among people suffering from Parkinsons disease to illustrate the diagnostic use of such robust procedures and their need for reliable inference.
authors.affiliation: Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Geneva, Switzerland; Sydney School of Public Health, University of Sydney, Sydney, Australia.
authors.forename: William H
authors.initials: WH
authors.lastname: Aeberhard
authors.forename: Eva
authors.initials: E
authors.lastname: Cantoni
authors.forename: Stephane
authors.initials: S
authors.lastname: Heritier
mesh_terms: D000058:Accidental Falls / Q000517:prevention & control* / Q000706:statistics & numerical data*; D000465:Algorithms; D016010:Binomial Distribution; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D005081:Exercise Therapy / Q000706:statistics & numerical data*; D006801:Humans; D015233:Models, Statistical; D017063:Outcome Assessment, Health Care / Q000379:methods; D012044:Regression Analysis; D015203:Reproducibility of Results; D018570:Risk Assessment / Q000379:methods; D018401:Sample Size; D012680:Sensitivity and Specificity; D016896:Treatment Outcome
keywords: Bounded influence function; Negative binomial regression; Overdispersed count data; Redescending estimators; Weighted maximum likelihood