Local and deletion diagnostic

• Autores: María Mercedes Suárez Rancel, Miguel Ángel González Sierra
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 9, Nº. 2, 2000, págs. 345-352
• Idioma: inglés
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• Resumen

  • In this paper we show that the influence approach of Hadi (1992) for the overall potential influence of a subset of observations, when the variance of the response u perturbed, la closely related to a variant of Cook's (1986) absoluto measure of local influence. This result indicates that the structure of the local influence concept la quite useful for identifying the influential subset. However, local influence analysis of perturbations of the response vector ja shown to be the same as the usual regression diagnostic. These connections provide a further justification for local influence analysis