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Influence measure in maximum likelihood estimate for models of lifetime data

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  • Wai-Yin Poon
  • Man-Lai Tang

Abstract

We use the local influence approach to develop influence measures for identifying observations that strike a disproportionate effect on the maximum likelihood estimate of parameters in models for lifetime data. The proposed method for developing influence measures can be applied to a wide variety of models and we use the exponential model to illustrate the details. In particular, we show that the proposed measure is equivalent to the martingale residual under the exponential model.

Suggested Citation

  • Wai-Yin Poon & Man-Lai Tang, 2001. "Influence measure in maximum likelihood estimate for models of lifetime data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 737-742.
    • Handle: RePEc:taf:japsta:v:28:y:2001:i:6:p:737-742
    DOI: 10.1080/02664760120059264
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    References listed on IDEAS

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    1. W.‐Y. Poon & Y. S. Poon, 1999. "Conformal normal curvature and assessment of local influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 51-61.
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