| Institution: | 1.Departamento de Estadística,Universidad de Valparaíso,Valparaíso,Chile;2.Instituto de Mathemática e Estatistica,Universidada de S?o Paulo,S?o Paulo — SP,Brazil;3.Centra de Ciências Exatas e Tecnológicas,Universidade Estadual do Oeste do Paraná, Rua Universitária 119 -Jardim Universitário,Cascavel — PR,Brazil |
| Abstract: | We discuss in this paper the assessment of local influence in univariate elliptical linear regression models. This class includes
all symmetric continuous distributions, such as normal, Student-t, Pearson VII, exponential power and logistic, among others.
We derive the appropriate matrices for assessing the local influence on the parameter estimates and on predictions by considering
as influence measures the likelihood displacement and a distance based on the Pearson residual. Two examples with real data
are given for illustration. |
