Expected local influence in the normal linear regression model

N. G. Cadigan and P. J. Farrell

Statistics & Probability Letters, 1999, vol. 41, issue 1, 25-30

Abstract: We propose that an examination of the expectations of Cook's (1986) local influence diagnostics assists in the interpretation of these diagnostics. We consider case weight and explanatory variable shift perturbation analyses in a normal linear regression model, and compute the expected likelihood displacement resulting from these perturbations. The expectations give an indication of whether the influence is related to the experimental design or not. We illustrate these ideas using a data example.

Keywords: Expected; curvatures; Influence; diagnostics; Likelihood; displacement; Local; perturbations (search for similar items in EconPapers)
Date: 1999
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