TESTING THE SIGNIFICANCE OF LOCAL INFLUENCE

Monzur Hossain () and M. Ataharul Islam
Additional contact information
M. Ataharul Islam: University of Dhaka

Econometrics from University Library of Munich, Germany

Abstract: The motivation behind the influence analysis is to increase the adequacy of the fitted model. Several local influence diagnostics have been proposed for different models such as linear regression, generalized linear, Weibull regression, proportional hazards etc. models by different authors on the basis of Cook's (1986)local influence method proposed for linear regression. As testing the significance of local influence is a motivating problem, in this paper we develop a likelihood ratio based test procedure for testing the significance of local influence on the parameter estimates and application is shown by fitting a logistic regression model to the Framingham Heart Study data set. This test procedure is based on the ideology of testing the equality of parameters of postulated and perturbed model. The proposed test procedure can be extended to the model having smooth and well-behaved likelihood and perturbation function.

Keywords: Local influence; Diagnostics; Perturbation function; Logistic regression model. (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2004-09-06
New Economics Papers: this item is included in nep-ecm
Note: Type of Document - pdf; pages: 13. Suggested citation of this paper is:Hossain, Monzur and Islam, M. Ataharul, 'Testing the significance of local influence'. Journal of Statistical Research, Vol.36, No. 1, 2002.
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0409/0409003.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0409003

Access Statistics for this paper

More papers in Econometrics from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).