Assessing influence on the goodness-of-link in generalized linear models

Andy H. Lee and Yuejen Zhao

Statistics & Probability Letters, 1997, vol. 31, issue 4, 351-358

Abstract: The evidence for a hypothesized link function in a generalized linear model may depend crucially on one or a few observations. Global and local influence diagnostics are proposed to assess influence on the goodness-of-link test. It is found that the local influence method can reveal influential observations on the link even when masking is present.

Keywords: Goodness-of-link; test; Local; influence; Masking; Partial; influence (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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