Influential Observations in the Functional Measurement Error Model |
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Authors: | Ignacio Vidal Pilar Iglesias Manuel Galea |
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Institution: | 1. Universidad de Talca , Chile;2. Pontificia Universidad Católica de Chile , Chile;3. Universidad de Valparaíso , Chile |
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Abstract: | In this work we propose Bayesian measures to quantify the influence of observations on the structural parameters of the simple measurement error model (MEM). Different influence measures, like those based on q-divergence between posterior distributions and Bayes risk, are studied to evaluate the influence. A strategy based on the perturbation function and MCMC samples is used to compute these measures. The samples from the posterior distributions are obtained by using the Metropolis-Hastings algorithm and assuming specific proper prior distributions. The results are illustrated with an application to a real example modeled with MEM in the literature. |
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Keywords: | MEM Influence measures Bayes risk q-divergence Perturbation function Metropolis-Hastings Gibbs sampling |
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