Outliers and influential observations in the structural errors-in-variables model
Myung Geun Kim
Journal of Applied Statistics, 2000, vol. 27, issue 4, 451-460
Abstract:
The influence of observations on the parameter estimates for the simple structural errors-in-variables model with no equation error is investigated using the local influence method. Residuals themselves are not sufficient for detecting outliers. The likelihood displacement approach is useful for outlier detection especially when a masking phenomenon is present. An illustrative example is provided.
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:27:y:2000:i:4:p:451-460
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DOI: 10.1080/02664760050003632
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