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Cook statistic and diagnostic for transformations

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  • del Río, Manuel

Abstract

It is proposed to assess the effect of case deletion in a parametric family of transformations by means of Cook's distance. The use of this statistic in the constructed model is particularly appealing because, unlike other diagnostic procedures, it takes account of the leverage structure. The procedure is compared and related to the methods proposed by Atkinson (1982, 1986) and Cook and Wang (1983). An example is presented.

Suggested Citation

  • del Río, Manuel, 1988. "Cook statistic and diagnostic for transformations," Statistics & Probability Letters, Elsevier, vol. 6(4), pages 281-286, March.
    • Handle: RePEc:eee:stapro:v:6:y:1988:i:4:p:281-286
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