The motivation behind the influence analysis is to increase the adequacy of the fitted model. Several local influence diagnostics have been proposed for different models such as linear regression, generalized linear, Weibull regression, proportional hazards etc. models by different authors on the basis of Cook's (1986)local influence method proposed for linear regression. As testing the significance of local influence is a motivating problem, in this paper we develop a likelihood ratio based test procedure for testing the significance of local influence on the parameter estimates and application is shown by fitting a logistic regression model to the Framingham Heart Study data set. This test procedure is based on the ideology of testing the equality of parameters of postulated and perturbed model. The proposed test procedure can be extended to the model having smooth and well-behaved likelihood and perturbation function.
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Paper provided by EconWPA in its series Econometrics with number
0409003.
Length: 13 pages Date of creation: 06 Sep 2004 Date of revision: Handle: RePEc:wpa:wuwpem:0409003
Note: Type of Document - pdf; pages: 13. Suggested citation of this paper is:Hossain, Monzur and Islam, M. Ataharul, 'Testing the significance of local influence'. Journal of Statistical Research, Vol.36, No. 1, 2002. Contact details of provider: Web page: http://129.3.20.41
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Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics C5 - Mathematical and Quantitative Methods - - Econometric Modeling C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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