I'm looking to perform robust logistic regression on R studio as my predictor variables are skewed (to be honest I'm not even sure if robust logistic regression exists).
I've looked at packages such as "robust" but they do not seem to have anything catered to logistic regression.
Thank you! It worked. However, I received an error message when I tried inputting a variable that had 3 groups. Is there any way to solve this? Or would the variable have to consist of 2 groups?
Error code:
Error in solve.default(Zmcd$cov) :
Lapack routine dgesv: system is exactly singular: U[5,5] = 0
In addition: Warning message:
In covMcd(data, cor = FALSE, control = control) :
The 1001-th order statistic of the absolute deviation of variable 5 is zero.
There are 1077 observations (in the entire dataset of 1177 obs.) lying on the hyperplane with equation a_1*(x_i1 -
m_1) + ... + a_p*(x_ip - m_p) = 0 with (m_1, ..., m_p) the mean of these observations and coefficients a_i from the
vector a <- c(0, 0, 0, 0, 1)
Just checked with my professors and they mentioned that the data might not have enough variance which is why the error pops up. Decided to just run a normal logistic regression (which works) instead of a robust one. Thanks for helping and also @nirgrahamuk!