Local influence in compound-poisson models: perturbing the mean-variance relation
Local influence is a useful tool to detect abnormalities in regression models, Cook proposed this method in 1986 for classical regression models and, since then, numerous extensions have been developed. The aim of this paper is to derive methods to asses local influence under various perturbation schemes, for compound-Poisson regression models. These models can be applied to continuous data with positive probability in zero, and they are characterized by the variance function that defines the mean-variance relationship. Formulas are obtained to apply local influence methods for different perturbations and it is of particular interest the perturbation of the parameter that defines the mean-variance relation. These schemes are applied to perturbed data generated by simulations and the sensibility of the method is compared for different values of the parameters. Finally, a real data set about home expenditures is analyzed and local influence graphics are obtained to detect influential points.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||Sep 2012|
|Date of revision:|
|Publication status:||Published in Journal of Statistics: Advances in Theory and Applications, 18(1), 2012, pp. 37-56|
|Contact details of provider:|| Postal: Funes 3250 - (7600) Mar del Plata|
Phone: +54 (223) 474-9696
Web page: http://eco.mdp.edu.ar
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:nmp:nuland:1805. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Cristian Merlino S.)
If references are entirely missing, you can add them using this form.