Influence diagnostic for censored regression models

Chihwa Kao

doi:10.1016/0167-7152(85)90067-7

Influence diagnostic for censored regression models

Chihwa Kao

Department of Economics

Research output: Contribution to journal › Article › peer-review

Abstract

This paper proposes a diagnostic measure to detect outliers either in the response variable or in the design space both for Schmee-Hahn estimator and Buckley-James estimator in censored regressions. The diagnostics consists of the leverage point and standardized predicted residual.

Original language	English (US)
Pages (from-to)	337-342
Number of pages	6
Journal	Statistics and Probability Letters
Volume	3
Issue number	6
DOIs	https://doi.org/10.1016/0167-7152(85)90067-7
State	Published - Oct 1985

Keywords

Buckley-James estimator
EM algorithm
Mahalanobis distance
Schmee-Hahn estimator
outliers
standardized predicted residual

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(85)90067-7

Cite this

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title = "Influence diagnostic for censored regression models",

abstract = "This paper proposes a diagnostic measure to detect outliers either in the response variable or in the design space both for Schmee-Hahn estimator and Buckley-James estimator in censored regressions. The diagnostics consists of the leverage point and standardized predicted residual.",

keywords = "Buckley-James estimator, EM algorithm, Mahalanobis distance, Schmee-Hahn estimator, outliers, standardized predicted residual",

author = "Chihwa Kao",

year = "1985",

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AB - This paper proposes a diagnostic measure to detect outliers either in the response variable or in the design space both for Schmee-Hahn estimator and Buckley-James estimator in censored regressions. The diagnostics consists of the leverage point and standardized predicted residual.

KW - Buckley-James estimator

KW - EM algorithm

KW - Mahalanobis distance

KW - Schmee-Hahn estimator

KW - outliers

KW - standardized predicted residual

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VL - 3

SP - 337

EP - 342

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 6

ER -

Influence diagnostic for censored regression models

Abstract

Keywords

ASJC Scopus subject areas

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