Influence Contours in Linear Regression

Zsolt Lengvárszky and R. Webster West
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Zsolt Lengvárszky: University of South Carolina
R. Webster West: University of South Carolina

Computational Statistics, 2002, vol. 17, issue 4, No 2, 465-477

Abstract: Summary A graphical method to study influence measures in linear regression is proposed. The approach is based on adding a new observation to an existing data set. An influence contour is defined as the solution to $${\rm{Influence (new observation) }} = {\rm{ Constant}}{\rm{. }}$$Influence (new observation) =Constant. Influence contours are derived and discussed for Cook’s Distance, DFFITS, DFBETAS, and R. Example contour plots are given for each measure. Influence contours are shown to be a useful tool for understanding and comparing the regions of influence for the various influence measures.

Keywords: Regression analysis; Influence (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/s001800200120

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