IDEAS home Printed from
   My bibliography  Save this paper

Testing The Significance Of Local Influence



    (Bangladesh Bank - Motijheel Office)


    (University of Dhaka)


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.

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    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.
    Full references (including those not matched with items on IDEAS)

    More about this item


    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

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpem:0409003. 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: (EconWPA). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.