Influence diagnostics for the power-normal Tobit model

被引:0
|
作者
Martinez-Florez, Guillermo [1 ]
Pacheco, Mario [2 ]
Lemonte, Artur J. [3 ]
机构
[1] Univ Cordoba, Dept Matemat & Estadist, Monteria, Colombia
[2] Univ Santo Tomas, Fac Estadist, Bogota, Colombia
[3] Univ Fed Rio Grande Do Norte, Dept Estat, Natal, RN, Brazil
关键词
Influence diagnostic; deviance residual; local influence; power-normal model; DISTRIBUTIONS; RESIDUALS;
D O I
10.1214/23-BJPS573
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Diagnostic analysis tools are studied for the censored power-normal Tobit regression model. We follow the Cook's (J. R. Stat. Soc., Ser. B, Stat. Methodol. 48 (1986) 133-169) approach, and several perturbation schemes are considered to detect influential observations. In particular, closed-form expressions of the normal curvatures for studying local influence are obtained under some perturbation schemes. The approach pursued also considers separate analysis for regression and scale-asymmetry parameters. Further, we define residuals to identify departures from the model assumptions, as well as to assess the overall goodness-of-fit of the censored power-normal Tobit regression model. The diagnostic measures developed are applied in a real data set for illustrative purposes.
引用
收藏
页码:393 / 411
页数:19
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