Local influence in Box-Cox transformation for multivariate regression data

被引:0
作者
Kim, MG [1 ]
机构
[1] SEOWON UNIV,DEPT APPL STAT,CHUNG BUK 360742,SOUTH KOREA
关键词
Box-Cox transformation; local influence; multivariate regression; perturbation;
D O I
暂无
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
The Box-Cox power family of transformations for multivariate regression data is considered. The influence of cases on the maximum likelihood estimators of the transformation parameters is investigated using the local influence approach. An example is given to illustrate the local influence method and to show the effectiveness of the method.
引用
收藏
页码:2955 / 2969
页数:15
相关论文
共 7 条
[1]  
ATKINSON AC, 1989, BIOMETRIKA, V76, P223
[2]   AN ANALYSIS OF TRANSFORMATIONS [J].
BOX, GEP ;
COX, DR .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) :211-252
[3]  
COOK RD, 1986, J ROY STAT SOC B MET, V48, P133
[4]   LOCAL INFLUENCE IN MULTIVARIATE REGRESSION [J].
KIM, MG .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (05) :1271-1278
[5]   REGRESSION TRANSFORMATION DIAGNOSTICS USING LOCAL INFLUENCE [J].
LAWRANCE, AJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (404) :1067-1072
[6]  
Srivastava M. S., 1983, INTRO APPL MULTIVARI
[7]  
WU XZ, 1993, J ROY STAT SOC B MET, V55, P929