Local influence analysis in general spatial models

Xiaowen Dai, Libin Jin, Lei Shi (), Cuiping Yang and Shuangzhe Liu
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Xiaowen Dai: Renmin University of China
Libin Jin: Renmin University of China
Lei Shi: Yunnan University of Finance and Economics
Cuiping Yang: Yunnan University of Finance and Economics
Shuangzhe Liu: University of Canberra

AStA Advances in Statistical Analysis, 2016, vol. 100, issue 3, No 4, 313-331

Abstract: Abstract We study the local influence in the general spatial model which includes the spatial autoregressive model and the spatial error model as two special cases. The stepwise local influence procedure is employed in our diagnostic analysis. We derive the local diagnostic measures in the general spatial model under three perturbation schemes, namely, the variance perturbation, dependent variable perturbation and explanatory variable perturbation schemes. A simulation example and two real-data examples are analysed in detail and they show that the stepwise local influence analysis is effective in identifying influential observations and is a powerful tool for uncovering masking effects.

Keywords: General spatial model; Influential observation; Perturbation scheme; Stepwise local influence analysis (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10182-015-0261-9

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