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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models
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 Title & Authors
Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models
Jung, Kang-Mo;
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We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.
Cook's distance;diagnostics;generalized linear models;local influence;maximum likelihood estimator;quasi-likelihood estimator;
 Cited by
Multiple Deletions in Logistic Regression Models,;

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