Santos Silva, Joao M C (2005) A Note On Influence Assessment In Score Tests. Working Paper. EconWPA.
Santos Silva, Joao M C (2005) A Note On Influence Assessment In Score Tests. Working Paper. EconWPA.
Santos Silva, Joao M C (2005) A Note On Influence Assessment In Score Tests. Working Paper. EconWPA.
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) |
|---|---|
| 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 |