Generalized Leverage and its Applications

Bo‐Cheng Wei, Yue‐Qing Hu and Wing‐Kam Fung

Scandinavian Journal of Statistics, 1998, vol. 25, issue 1, 25-37

Abstract: The generalized leverage of an estimator is defined in regression models as a measure of the importance of individual observations. We derive a simple but powerful result, developing an explicit expression for leverage in a generalM‐estimation problem, of which the maximum likelihood problems are special cases. A variety of applications are considered, most notably to the exponential family non‐linear models. The relationship between leverage and local influence is also discussed. Numerical examples are given to illustrate our results

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (23)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00086

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:25:y:1998:i:1:p:25-37

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().