Residual analysis and outliers in loglinear models based on phi-divergence statistics

被引:3
|
作者
Gupta, A. K. [1 ]
Nguyen, T. [1 ]
Pardo, L. [1 ]
机构
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
关键词
loglinear models; multinomial sampling; minimum phi-divergence estimator; phi-divergence test statistics; residuals; outliers; Cook's distance;
D O I
10.1016/j.jspi.2006.03.005
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
In this paper we consider new families of residuals and influential measures, under the assumption of multinomial sampling, for loglinear models. These new families are based on phi-divergence test statistic. The asymptotic normality of the standardized residuals is obtained as well as the relation of the new family of influential measures with the appropriate Cook's distance in this context. The expression of the new family of residuals is obtained in two important problems: independence and symmetry in two-dimensional contingence tables. A numerical example illustrates the results obtained. (c) 2006 Elsevier B.V. All rights reserved.
引用
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页码:1407 / 1423
页数:17
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