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Observaciones anómalas en modelos de elección binaria

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Abstract

En este trabajo se trata el problema de la existencia de observaciones anómalas en modelos de elección binaria. Se demuestra que la presencia de estas observaciones afecta a la consistencia de los estimadores de máxima verosimilitud. En cuanto a su detección: se muestra que el análisis de residuos no es un instrumento adecuado, debido a la censura de la variable dependiente y se deriva un estadístico, similar al propuesto por Cook (1977) para modelos lineales, que resulta apropiado para la detección de anomalías en este tipo de modelos. Los resultados teóricos se contrastan con datos simulados.

Suggested Citation

  • Mercedes Gracia Díez & Gregorio R. Serrano García, 1992. "Observaciones anómalas en modelos de elección binaria," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 92-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:92-19
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