LEVERAGE, LOCAL INFLUENCE AND CURVATURE IN NONLINEAR-REGRESSION

Citation
Rt. Stlaurent et Rd. Cook, LEVERAGE, LOCAL INFLUENCE AND CURVATURE IN NONLINEAR-REGRESSION, Biometrika, 80(1), 1993, pp. 99-106
Citations number
14
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
ISSN journal
00063444
Volume
80
Issue
1
Year of publication
1993
Pages
99 - 106
Database
ISI
SICI code
0006-3444(1993)80:1<99:LLIACI>2.0.ZU;2-Z
Abstract
The connections between measures of leverage, statistical curvature, a nd the local influence of a mean-shift perturbation are explored in no nlinear regression models. The circumstances under which the Jacobian leverage reduces to a commonly-used linear approximation are found to be connected to the effective residual curvature of the nonlinear mode l. The local influence of a mean-shift perturbation in the model funct ion is seen to be closely related to the Jacobian leverage.