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Testing The Significance Of Local Influence

Author

Listed:
  • MONZUR HOSSAIN

    (Bangladesh Bank - Motijheel Office)

  • M. ATAHARUL ISLAM

    (University of Dhaka)

Abstract

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.

Suggested Citation

  • Monzur Hossain & M. Ataharul Islam, 2004. "Testing The Significance Of Local Influence," Econometrics 0409003, University Library of Munich, Germany.
  • 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.
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0409/0409003.pdf
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    References listed on IDEAS

    as
    1. Weissfeld, Lisa A. & Schneider, Helmut, 1990. "Influence diagnostics for the Weibull model fit to censored data," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 67-73, January.
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    More about this item

    Keywords

    Local influence; Diagnostics; Perturbation function; Logistic regression model.;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: 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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