Communications for Statistical Applications and Methods

  • 제14권1호
  • /
  • Pages.229-239
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  • 2007
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo (Department of Information Statistics, Kunsan National University)
  • 발행 : 2007.04.30
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초록

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.

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참고문헌

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