INFLUENCE DIAGNOSTICS FOR GENERALIZED LINEAR MEASUREMENT ERROR MODELS

被引:14
|
作者
ZHAO, YJ [1 ]
LEE, AH [1 ]
VANHUI, Y [1 ]
机构
[1] CITY UNIV HONG KONG,DEPT APPL STAT & OPERAT RES,KOWLOON,HONG KONG
关键词
COOKS DISTANCE; ERRORS IN VARIABLES; INFLUENTIAL OBSERVATIONS; OUTLIERS;
D O I
10.2307/2533448
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We study influence diagnostics for generalized linear models when the true covariates are unobservable but measured with error. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. The magnitude of influence is then assessed via a simulated envelope approach. The proposed diagnostic procedure is illustrated on two examples.
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页码:1117 / 1128
页数:12
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