Influence measure in maximum likelihood estimate for models of lifetime data

Wai-Yin Poon and Man-Lai Tang

Journal of Applied Statistics, 2001, vol. 28, issue 6, 737-742

Abstract: We use the local influence approach to develop influence measures for identifying observations that strike a disproportionate effect on the maximum likelihood estimate of parameters in models for lifetime data. The proposed method for developing influence measures can be applied to a wide variety of models and we use the exponential model to illustrate the details. In particular, we show that the proposed measure is equivalent to the martingale residual under the exponential model.

Date: 2001
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DOI: 10.1080/02664760120059264

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