It is now evident that the estimation of logistic regression parameters, using Maximum LikelihoodEstimator (MLE), suffers a huge drawback in the presence of outliers. An alternative approach is touse robust logistic regression estimators, such as Mallows type leverage dependent weights estimator(MALLOWS), Conditionally Unbiased Bounded Influence Function estimator (CUBIF), Bianco andYohai estimator (BY), and Weighted Bianco and Yohai estimator (WBY). This paper investigates therobustness of the preceding robust estimators by using real data sets and Monte Carlo simulations. Theresults indicate that the MLE behaves poorly in the presence of outliers. On the other hand, the WBYestimator is more efficient than the other existing robust estimators. Thus, it is suggested that the WBYestimator be employed when outliers are present in the data to obtain a reliable estimate.