Influence diagnostics in semiparametric regression models

✍ Scribed by Choongrak Kim; Byeong U. Park; Woochul Kim

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 193 KB
• Volume: 60
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00268-7

✦ Synopsis

In this paper we consider the semiparametric regression model, Y = x R + m(t) + , and provide some in uence diagnostics for estimators of R, m and the mean response x R + m(t). We express these in uence diagnostics as functions of the residuals and leverages. We ÿnd that an in uential observation on the estimator of the coe cient vector R may not be in uential on that of the nonparametric component m, and vice versa. Also, an observation which is not in uential on each of them may be in uential on the estimator of the mean response. Therefore, in uence of an observation should be evaluated on each estimator separately. An illustrative example based on a real data set is also given.