Local influence in binary regression models, and its correspondence with global influence

被引:4
|
作者
Farrell, PJ
Cadigan, NG
机构
[1] Acadia Univ, Dept Math & Stat, Wolfville, NS B0P 1X0, Canada
[2] Fisheries & Ocean, St John, NF A1C 5X1, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
influence diagnostics; binary regression; likelihood displacement; deviance displacement;
D O I
10.1080/03610920008832488
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
We develop local influence diagnostics for a general binary regression model, and apply these methods to case-weight perturbations in four examples. In addition, we illustrate the correspondence between case-deletion diagnostics and local case-weight perturbation slopes and curvatures. We demonstrate that local influence diagnostics can provide a more computationally efficient means for obtaining analogous information to that yielded by case-deletion diagnostics, which can be thought of as global influence perturbations. We also assess the global consistency of patterns of local influence using these data examples.
引用
收藏
页码:349 / 368
页数:20
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