ASSESSMENT OF LOCAL INFLUENCE FOR F-TESTIN LINEAR REGRESSION MODEL

In linear regression model, the influence on the regression coefficients has beed paid great attention and other aspects such as the influence on confidence regions have also been studied. However, influence on F-test in linear regression model received few consideration. This paper examines the local influence of small perturbations on Fstatistic. The diagnostic results permit one to check the sensitivity of F-statistic to the exact perturbations of error variance, explanatory variables and response variables. This method is applied to testing problem of transformation parameter in transformation model.Diagnostics are illustrated with two examples and compared with standard method.