ASSESSING CASE INFLUENCE ON CONFIDENCE-INTERVALS IN NONLINEAR-REGRESSION

被引:3
作者
DZIECIOLOWSKI, K [1 ]
ROSS, WH [1 ]
机构
[1] QUEENS UNIV,KINGSTON K7L 3N6,ONTARIO,CANADA
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1990年 / 18卷 / 02期
关键词
casedeletion model; Curvature; influence; likelihood distance; nonlinear regression; profile t‐plot;
D O I
10.2307/3315561
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Diagnostic techniques are proposed for assessing the influence of individual cases on confidence intervals in nonlinear regression. The technique proposed uses the method of profile t‐plots applied to the case‐deletion model. The effect of the geometry of the statistical model on the influence measures is assessed, and an algorithm for computing case‐deleted confidence intervals is described. This algorithm provides a direct method for constructing a simple diagnostic measure based on the ratio of the lengths of confidence intervals. The generalization of these methods to multiresponse models is discussed. Copyright © 1990 Statistical Society of Canada
引用
收藏
页码:127 / 139
页数:13
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