Title
Local influence diagnostics with forward search in regression analysis
Date Issued
01 January 2022
Access level
metadata only access
Resource Type
journal article
Author(s)
Universidade de São Paulo
Publisher(s)
Springer Science and Business Media Deutschland GmbH
Abstract
Regression analysis is one of the most widely used statistical techniques. It is well known that the least squares estimates is sensitive to atypical and/or influential observations. Many methodologies were proposed to detect influential observations considering case deletion (global influence). On the other hand, Cook (J R Stat Soc Ser B 48(2):133–169, 1986) developed a general and powerful methodology to obtain a group of observations that might be jointly influential considering the local influence. However, these techniques may fail to detect masked influential observations. In this paper, we propose a methodology to detect masked influential observations in a local influence framework considering the forward search (Atkinson and Riani, Robust diagnostic regression analysis, Springer, New York, 2000). The usefulness of the proposed methodology is illustrated with data sets which were previously analyzed in the literature to detect outliers and/or influential observations. Masked influential observations were successfully identified in these studies. The proposed methodology may be used in any model where the local influence analysis (Cook 1986) is appropriate.
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-85123911470
Source
Statistical Papers
ISSN of the container
09325026
Sponsor(s)
We would like to gratefully thank the anonymous referees for their comments and suggestions that definitely helped to improve the quality of the paper. The research was financed in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - Brasil (CAPES) - Finance Code 001.
Sources of information: Directorio de Producción Científica Scopus