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Application of Local Influence Diagnostics to the Linear Logistic Regression Models

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

Econometrics from University Library of Munich, Germany

Abstract: This paper focuses the development of the diagnostics for the perturbations of case-weights and explanatory variables (one or more) in a linear logistic regression model. The effect of specific perturbation scheme on the estimation of parameters is also assessed. In addition, the interpretation of the value of curvature diagnostics is highlighted in this paper. This paper also demonstrates and extends the utility of the diagnostics for dichotomous outcome variables. For illustration, a sub-set of the Framingham Heart Study data set is used.

Keywords: Local influence; diagnostics; logistic regression model; and curvature diagnostics (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, 'Application of local influence diagnostics to the linear logistic regression models'. Dhaka University Journal of Science, 51(2): 2003.
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Citations: View citations in EconPapers (1)

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