Influential observations in transformations: A bayesian approach |
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Authors: | S Velilla |
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Institution: | Dpts de estadistica , Uniz. barlas III de Madrid , getabe, 28903, spain |
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Abstract: | This paper presents a bayesian approach to the problem of detecting influential observations when estimating the Box-Cox transformation. The influence of a group I={i1, …,in} of observations is measured by means of the Kullback-Leibler distance between the marginal posterior; distributions for the transformation parameter which are computed, respectively, without and with the cases indexed by I. A measure is proposed and its properties and relationship to other diagnostic methods are studied. |
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Keywords: | Box-Cox transformation Constructed variables Cook and Wang diagnostic Kullback-Leibler distance Laplace's method Score statistic |
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