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Influence Assessment in an Heteroscedastic Errors-in-Variables Model
Authors:Manuel Galea
Institution:Departamento de Estadística , Pontificia Universidad Católica de Chile , Santiago , Chile
Abstract:The main goal of this article is to consider influence assessment in models with error-prone observations and variances of the measurement errors changing across observations. The techniques enable to identify potential influential elements and also to quantify the effects of perturbations in these elements on some results of interest. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease.
Keywords:Case deletion  EM algorithm  Equation-error models  Errors-in-variables models  Local influence
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