Influence analysis for count data based on generalized Poisson regression models

被引:8
|
作者
Xie, Feng-Chang [1 ]
Wei, Bo-Cheng [2 ]
机构
[1] Nanjing Agr Univ, Dept Appl Math, Nanjing 210095, Peoples R China
[2] Southeast Univ, Dept Math, Nanjing 210096, Peoples R China
关键词
generalized Poisson regression; dispersion parameter; local influence; case-deletion; score test statistic; simulation study; LOCAL INFLUENCE; VARYING DISPERSION; LINEAR-REGRESSION; DIAGNOSTICS; HETEROSCEDASTICITY;
D O I
10.1080/02331880903138494
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
This work develops influence diagnostics for generalized Poisson regression (GPR) models based on global and local influence analysis. The one-step approximations of the estimates in the case-deletion model are given and case-deletion measures and local influence measures are obtained. At the same time, it is shown that the case-deletion model is equivalent to the mean shift outlier model (MSOM) in GPR models and an outlier test is presented based on the MSOM. Furthermore, we discuss score tests for significance and homogeneity of the dispersion parameter in GPR models, respectively. Finally, two count data sets are given to illustrate our methodology and the properties of score test statistics are investigated through Monte Carlo simulations.
引用
收藏
页码:341 / 360
页数:20
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