Santos Silva, Joao M C (2005) A Note On Influence Assessment In Score Tests. Working Paper. EconWPA.
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Official URL: http://ideas.repec.org/p/wpa/wuwpem/0511008.html
Abstract
Building on the work of Lustbader and Moolgavkar (1985, 'A Diagnostic Statistic for the Score Test', Journal of the American Statistical Association 80, 375-379), this paper studies influence diagnostics for score tests. The diagnostic proposed by Lustbader and Moolgavkar is reassessed and alternative diagnostics are proposed. The new diagnostics are based on one-step approximations to the change in the parameter estimates, resulting from deleting one observation. The use of the different diagnostics is illustrated with simulations and with an example.
Item Type: | Monograph (Working Paper) |
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Uncontrolled Keywords: | artificial regressions; Newton's algorithm; one-step approximations. |
Subjects: | H Social Sciences > HB Economic Theory |
Divisions: | Faculty of Social Sciences > Economics, Department of |
Depositing User: | Jim Jamieson |
Date Deposited: | 07 Aug 2012 13:12 |
Last Modified: | 07 Aug 2012 13:12 |
URI: | http://repository.essex.ac.uk/id/eprint/3574 |
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