INFLUENCE DIAGNOSTICS IN PROPER DISPERSION MODELS |
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Authors: | Gilberto A Paula |
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Institution: | Instituto de Matematica e Estatistica, USP, Caixa Postal 66281 (Agénda Cidade de Sao Paulo), 05315-970, Sao Paulo, Brazil. email: giapaula@ime.usp.br |
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Abstract: | This paper discusses the application of influence diagnostic methods in univariate proper dispersion models. This class includes, in particular, continuous generalized linear models as well as other subclasses of continuous regression models. We emphasize the study of the local influence on the likelihood displacement and predictions from the models. Some of the diagnostics are illustrated by an example on directional data. |
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Keywords: | Data perturbation diagnostic dispersion models local influence Von Mises distribution |
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