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Influence diagnostics in nonlinear reproductive dispersion models

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  • Tang, Nian-Sheng
  • Wei, Bo-Cheng
  • Wang, Xue-Ren
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    Abstract

    We extend some diagnostic methods studied by Pregibon (1981, Ann. Statist. 9, 705-724), Cook and Weisberg (1982, Residuals and Influence in Regression, Chapman & Hall, New York), and Wei (1998, Exponential Family Nonlinear Models, Springer, Singapore) to nonlinear reproductive dispersion models (NRDM, Jorgensen, 1997, The Theory of Dispersion Models, Chapman & Hall, London). The equivalency of case-deletion models and mean-shift outlier models in NRDM is investigated. Some of the diagnostic measures are illustrated with an example.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-3XSJVGF-7/2/8ee1eaf37d5187a04f2999f8c6da2c86
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 46 (2000)
    Issue (Month): 1 (January)
    Pages: 59-68

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    Handle: RePEc:eee:stapro:v:46:y:2000:i:1:p:59-68

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    Related research

    Keywords: Cook distance Influence diagnostics Iterative weighted least squares Likelihood distance Nonlinear reproductive dispersion models;

    References

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    1. Bo-Cheng Wei & Jian-Qing Shih, 1994. "On statistical models for regression diagnostics," Annals of the Institute of Statistical Mathematics, Springer, vol. 46(2), pages 267-278, June.
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    Citations

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    Cited by:
    1. Chen, Xue-Dong & Tang, Nian-Sheng, 2010. "Bayesian analysis of semiparametric reproductive dispersion mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2145-2158, September.
    2. Vanegas, Luis Hernando & Cysneiros, Francisco José A., 2010. "Assessment of diagnostic procedures in symmetrical nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 1002-1016, April.
    3. Xie, Feng-Chang & Wei, Bo-Cheng, 2007. "Diagnostics analysis for log-Birnbaum-Saunders regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4692-4706, May.
    4. Li, Ai-Ping & Chen, Zhao-Xia & Xie, Feng-Chang, 2012. "Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1690-1698.
    5. Xia, Tian & Wang, Yuebao, 2010. "A note on the properties of the reproductive dispersion model," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1397-1404, September.
    6. Sun, Rui-Bo & Wei, Bo-Cheng, 2004. "On influence assessment for LAD regression," Statistics & Probability Letters, Elsevier, vol. 67(2), pages 97-110, April.
    7. Tang, Nian-Sheng & Chen, Xing & Fu, Ying-Zi, 2009. "Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2031-2043, October.
    8. Xia, Tian & Tang, Nian-Sheng & Wang, Xue-Ren, 2006. "Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1137-1146, June.
    9. Vanegas, Luis Hernando & Rondón, Luz Marina & Cysneiros, Francisco José A., 2012. "Diagnostic procedures in Birnbaum–Saunders nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1662-1680.

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