Regression Diagnostic Using Local Influence: A Review

Rancel, María Mercedes Suárez; Sierra, Miguel Ángel González

doi:10.1081/sta-100002258

Cited by 18 publications

(6 citation statements)

References 31 publications

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“…But, this approach has some empirical and theoretical disadvantages; therefore, Billor and Loynes (1993) suggested a new local influence approach. Additional results on this approach and applications can be seen in Brown (1997), Billor and Loynes (1999), Rancel and Sierra (2001), Labra et al (2007), and Liu et al (2009).…”

Section: Introductionmentioning

confidence: 91%

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Local Influence Diagnostics in the Modified Ridge Regression

Ullah

Pasha

Aslam

2013

Communications in Statistics - Theory and Methods

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Calculations of local influence curvatures have been well developed when the ordinary least squares method is applied. In this article, we discuss the assessment of local influence under the modified ridge regression. Using a pseudo-likelihood function, we express the normal curvatures of local influence for three useful perturbation schemes in interpretable forms. Two illustrative examples are analyzed by the methodology developed in the article.

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Section: Introductionmentioning

confidence: 91%

“…Later on, Billor and Loynes (1993) highlighted some practical and theoretical difficulties of this approach and proposed an alternative measure of local influence which was easier to calculate. Further details related to these methods can be found in Rancel and Sierra (2001).…”

Section: Local Influence Diagnosticsmentioning

confidence: 99%

Local Influence Diagnostics in the Modified Ridge Regression

Ullah

Pasha

Aslam

2013

Communications in Statistics - Theory and Methods

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“…The global influence for the proposed model is also addressed. It should be mentioned that the local influence has been the subject of many works as, for example, Lawrance (1988), Paula (1993), Lesaffre and Verbeke (1998), Ortega et al (2003), Osorio et al (2007), Paula et al (2009), Patriota et al (2010), and Lemonte and Patriota (2011), among others.…”

Section: Introductionmentioning

confidence: 99%

The Poisson Generalized Linear Failure Rate Model

Cordeiro

Ortega

Lemonte

2013

Communications in Statistics - Theory and Methods

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We formulate a new cure rate survival model by assuming that the number of competing causes of the event of interest has the Poisson distribution, and the time to this event has the generalized linear failure rate distribution. A new distribution to analyze lifetime data is defined from the proposed cure rate model, and its quantile function as well as a general expansion for the moments is derived. We estimate the parameters of the model with cure rate in the presence of covariates for censored observations using maximum likelihood and derive the observed information matrix. We obtain the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and present some ways to perform global influence analysis. The usefulness of the proposed cure rate survival model is illustrated in an application to real data.

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“…Additional results on local influence and applications in linear regression and mixed models can be found in Bechman et al (1987), Lawrance (1988), Thomas and Cook (1990), Tsai and Wu (1992), Paula (1993), Galea et al (1997) and Lesaffre and Verbeke (1998). Zhao and Lee (1998) and Kwan and Fung (1998) apply the local influence approach for factor analysis and simultaneous equations under the normality assumption.…”

Section: Introductionmentioning

confidence: 99%

Local Influence in Comparative Calibration Models Under Ellipticalt -Distributions

2005

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In this paper we consider applications of local influence (Cook, 1986) to evaluate small perturbations in the model or data set in the context of structural comparative calibration (Bolfarine and Galea, 1995) assuming that the measurements obtained follow a multivariate elliptical distribution. Different perturbation schemes are investigated and an application is considered to a real data set, using the elliptical t-distribution.

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Regression Diagnostic Using Local Influence: A Review

Cited by 18 publications

References 31 publications

Local Influence Diagnostics in the Modified Ridge Regression

Local Influence Diagnostics in the Modified Ridge Regression

The Poisson Generalized Linear Failure Rate Model

Local Influence in Comparative Calibration Models Under Ellipticalt -Distributions

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