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Detection of influential observations in nonlinear reproductive dispersion models
Authors:Nian-Sheng Tang  Bo-Cheng Wei  & Xue-Ren Wang
Institution:Yunnan University and Southeast University
Abstract:A robust case-deletion diagnostic which could avoid masking is presented for nonlinear reproductive dispersion models (NRDM) (Jorgensen, 1997) that include generalized linear models and exponential family nonlinear models as special cases. Based on the second-order approximation of log-likelihood displacement and Poon & Poon's (1999) conformal normal curvature, a measure of local influence ranging from 0 to 1 is constructed. An example illustrates application of the techniques.
Keywords:conformal normal curvature  diagnostics  jackknife robust estimate  likelihood displacement  local influence  masking  nonlinear reproductive dispersion models
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