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REGRESSION TRANSFORMATION DIAGNOSTICS OR EXPLANATORY VARIABLES

REGRESSION TRANSFORMATION DIAGNOSTICS OR EXPLANATORY VARIABLES
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摘要 Two diagnostics are presented for the transformation of explanatoryvariables in regression.One is based on the likelihood displacement proposed by Cookand Weisberg(1982)for assessing the influence of individual cases on the maximumlikelihood estimate of a transformation parameter.The other is based on the local in-fluence theory proposed by Cook(1986)for assessing the influence of small perturba-tions on the parameter estimates.Computations arc performed for a data set to illus-trate the usefulness of these diagnostics. Two diagnostics are presented for the transformation of explanatory variables in regression.One is based on the likelihood displacement proposed by Cook and Weisberg(1982)for assessing the influence of individual cases on the maximum likelihood estimate of a transformation parameter.The other is based on the local in- fluence theory proposed by Cook(1986)for assessing the influence of small perturba- tions on the parameter estimates.Computations arc performed for a data set to illus- trate the usefulness of these diagnostics.
出处 《Journal of Southeast University(English Edition)》 EI CAS 1993年第2期22-32,共11页 东南大学学报(英文版)
关键词 LIKELIHOOD DISPLACEMENT local influence PERTURBATIONS likelihood displacement local influence perturbations
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参考文献12

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