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Expected local influence in the normal linear regression model

Author

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  • Cadigan, N. G.
  • Farrell, P. J.

Abstract

We propose that an examination of the expectations of Cook's (1986) local influence diagnostics assists in the interpretation of these diagnostics. We consider case weight and explanatory variable shift perturbation analyses in a normal linear regression model, and compute the expected likelihood displacement resulting from these perturbations. The expectations give an indication of whether the influence is related to the experimental design or not. We illustrate these ideas using a data example.

Suggested Citation

  • Cadigan, N. G. & Farrell, P. J., 1999. "Expected local influence in the normal linear regression model," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 25-30, January.
    • Handle: RePEc:eee:stapro:v:41:y:1999:i:1:p:25-30
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    References listed on IDEAS

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    1. Paula, Gilberto A., 1993. "Assessing local influence in restricted regression models," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 63-79, June.
    2. Tsai, Chih-Ling & Wu, Xizhi, 1992. "Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure," Statistics & Probability Letters, Elsevier, vol. 14(3), pages 247-252, June.
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