Influence diagnostics in generalized log-gamma regression models

被引：75

作者：

Ortega, EMM ^{[1
]}

Bolfarine, H ^{[1
]}

Paula, GA ^{[1
]}

机构：

[1] Univ Sao Paulo, Inst Mat & Estatist, BR-05311970 Sao Paulo, Brazil

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2003年 / 42卷 / 1-2期

基金：

巴西圣保罗研究基金会;

关键词：

censored observation; influence diagnostic; likelihood displacement; deviance residual; survivor function;

D O I：

10.1016/S0167-9473(02)00104-4

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We discuss in this paper application of influence diagnostics in generalized log-gamma regression models considering the possibility of censored observations. We derive the appropriate matrices for assessing the local influence on the parameter estimates as well as the predictions from the fitted model under different perturbation schemes. The effect of censoring on local influence is also investigated. An example, for which we apply the diagnostic methods, is given as illustration. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：165 / 186

页数：22

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