A Bayesian look at diagnostics in the univariate linear model

Irwin Guttman
Authors registered in the RePEc Author Service: Daniel Peña

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

Abstract: This paper develops diagnostics for data thought to be generated in accordance with the general univariate linear model. A first set of diagnostics is developed by considering posterior probabilities of models that dictate which of k observations form a sample of n observations (k

Keywords: spurious; and; outlying; observations; posteriors; of; models; leverage; Kullback-Leibler; measures; outlying; and; influential; observations (search for similar items in EconPapers)
Date: 1992-05
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:2831

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