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Local Conditional Influence

Wai-Yin Poon and Yat Sun Poon

Journal of Applied Statistics, 2007, vol. 34, issue 8, 997-1009

Abstract: Through an investigation of normal curvature functions for influence graphs of a family of perturbed models, we develop the concept of local conditional influence. This concept can be used to study masking and boosting effects in local influence. We identify the situation under which the influence graph of the unperturbed model contains all the information on these effects. The linear regression model is used for illustration and it is shown that the concept developed is consistent with Lawrance's (1995) approach of conditional influence in Cook's distance.

Keywords: Normal curvature; curvature function; local conditional influence; masking; linear regression (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1080/02664760600744371

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