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Influence diagnostics in the tobit censored response model |
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| Authors: | Michelli Barros Manuel Galea Manuel González Víctor Leiva |
| Institution: | 1. Unidade Acadêmica de Matemática e Estatística, Universidade Federal de Campina Grande, Paraíba, Brazil 2. Departamento de Estadística, Pontificia Universidad Católica de Chile, Santiago, Chile 3. Empresa El Mercurio SAP, Santiago, Chile 4. Departamento de Estadística, CIMFAV, Universidad de Valparaíso, Avda Gran Breta?a 1111, Playa Ancha, 2360102, Valparaíso, Chile |
| Abstract: | In this article, we develop influence diagnostic tools for the tobit model. Specifically, we discuss global influence methods based on the Cook distance and residuals with envelopes, and total and conformal local influence techniques. In order to analyze the sensitivity of the maximum likelihood estimators of the parameters of the model to small perturbations on the assumptions of the model and/or data, we consider several perturbation schemes, such as case-weight and response perturbations. Finally, we illustrate the developed methodology by means of a real data set. |
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