Cressie and Read power-divergences as influence measures for logistic regression models

被引：4
|
作者：
Munoz-Garcia, J.
Munoz-Pichardo, J. M. [1 ]
Pardo, L.
机构：
[1] Univ Seville, Dept Estadist & IO, Seville, Spain
[2] Univ Complutense Madrid, Dept Estadist & IO, E-28040 Madrid, Spain
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2006年 / 50卷 / 11期
关键词：
power-divergence measure; logistic regression; influence analysis; residuals; leverage;
D O I：
10.1016/j.csda.2005.06.018
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
A sample version of the power-divergence measures of Cressie and Read is proposed for the influence analysis in the logistic regression model. Influence measures are obtained by quantifying the deviation between the sample distribution of an estimate obtained with all the observations and the sample distribution of the same estimate obtained without any observation. In particular, this approach is applied to three estimates of the model: the MLE of regression coefficients vector, the probabilities vector and the linear predictor of a future case. Some examples are considered to clarify the usefulness of the introduced diagnostics. (C) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：3199 / 3221
页数：23
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