INFLUENTIAL OBSERVATIONS IN MULTIVARIATE LINEAR-MODELS

Authors
VONROSEN D
Citation
D. Vonrosen, INFLUENTIAL OBSERVATIONS IN MULTIVARIATE LINEAR-MODELS, Scandinavian journal of statistics, 22(2), 1995, pp. 207-222
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
22
Issue
2
Year of publication
1995
Pages
207 - 222
Database
ISI
SICI code
0303-6898(1995)22:2<207:IOIML>2.0.ZU;2-N
Abstract
A general approach to identifying influential observations is consider ed, The idea is to discuss neighbourhoods which are defined by Taylor expansions of perturbed models. In particular the growth curve model ( Potthoff and Roy, 1964) is discussed. However, some results appear als o to be relevant for the univariate linear model. A selection of four different perturbations, all giving various aspects of influence, is t reated.