Diagnostic techniques for the inverse Gaussian regression model

被引:0
|
作者
Amin, Muhammad [1 ]
Ullah, Muhammad Aman [2 ]
Qasim, Muhammad [3 ]
机构
[1] Univ Sargodha, Dept Stat, Sargodha, Pakistan
[2] Bahauddin Zakariya Univ, Dept Stat, Multan, Pakistan
[3] Jonkoping Univ, Jonkoping Int Business Sch, Dept Econ Finance & Stat, Jonkoping, Sweden
关键词
Cook's distance; CVR; DFFITS; IGRM; influential observation; WD; INFLUENTIAL OBSERVATIONS; PERFORMANCE; TESTS;
D O I
10.1080/03610926.2020.1777308
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 article, we propose some diagnostic techniques for the inverse Gaussian regression model (IGRM), which are appropriate for modeling the response variable that undertakes positively skewed continuous dataset. Moreover, two new diagnostic methods are mainly proposed for the IGRM, which named as covariance ratio (CVR) and Welsch's distance (WD). The comparison of our proposed methods of influence diagnostics with the existing approaches has been made through Monte Carlo simulation under different factors. In addition, the benefit of the proposed methods is assessed using a real application. Based on the simulation and empirical application results, we observed that the performance of the proposed method is better than the existing methods for detection of influential observations.
引用
收藏
页码:2552 / 2564
页数:13
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