Influence diagnostic for censored regression models

Chihwa Kao

Statistics & Probability Letters, 1985, vol. 3, issue 6, 337-342

Abstract: This paper proposes a diagnostic measure to detect outliers either in the response variable or in the design space both for Schmee-Hahn estimator and Buckley-James estimator in censored regressions. The diagnostics consists of the leverage point and standardized predicted residual.

Keywords: EM; algorithm; Schmee-Hahn; estimator; Buckley-James; estimator; Mahalanobis; distance; outliers; standardized; predicted; residual (search for similar items in EconPapers)
Date: 1985
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