摘要
When a real-world data set is fitted to a specific type of models, it is often encountered that one or a set of observations have undue influence on the model fitting, which may lead to misleading conclusions. Therefore, it is necessary for data analysts to identify these influential observations and assess their impact on various aspects of model fitting. In this paper, one type of modified Cook's distances is defined to gauge the influence of one or a set observations on the estimate of the constant coefficient part in partially varyingcoefficient models, and the Cook's distances are expressed as functions of the corresponding residuals and leverages. Meanwhile, a bootstrap procedure is suggested to derive the reference values for the proposed Cook's distances. Some simulations are conducted, and a real-world data set is further analyzed to examine the performance of the proposed method. The experimental results are satisfactory.
| 源语言 | 英语 |
|---|---|
| 页(从-至) | 619-628 |
| 页数 | 10 |
| 期刊 | Acta Mathematicae Applicatae Sinica |
| 卷 | 23 |
| 期 | 4 |
| DOI | |
| 出版状态 | 已出版 - 10月 2007 |
学术指纹
探究 'Influence diagnostics in partially varying-coefficient models' 的科研主题。它们共同构成独一无二的学术指纹。引用此
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