Regression transformation diagnostics in transform-both-sides model

Jian-Qing Shih

Statistics & Probability Letters, 1993, vol. 16, issue 5, 411-420

Abstract: We present two methods for regression transformation diagnostics in the transform-both-sides model (see Carrol and Ruppert, 1984, 1987; Hinkley and Wang, 1988). One is based on the likelihood displacement proposed by Cook and Weisberg (1982) for assessing the influence of individual cases on the maximum likelihood estimator of a transformation parameter; the other is based on the local influence proposed by Cook (1986) for assessing the influence of small perturbations on the transformation parameter estimator.

Keywords: Likelihood; displacement; local; influence; perturbations; regression; diagnostic; transform-both-sides; model (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90076-U
Full text for ScienceDirect subscribers only

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:eee:stapro:v:16:y:1993:i:5:p:411-420

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().