An Influence Statistic For Linear Measurement Error Models

作     者：Hadi EMAMI 

作者机构：Department of statisticsUniversity of ZanjanZanjanIran 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2017年第33卷第3期

页      面：619-632页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：cook's statistic corrected likelihood diagnostics leverages outlier 

摘      要：Detection of multiple outliers or subset of influential points has been rarely considered in the linear measurement error models. In this paper a new influence statistic for one or a set of observations is generalized and characterized based on the corrected likelihood in the linear measurement error models. This influence statistic can be expressed in terms of the residuals and the leverages of linear measurement error regression. Unlike Cook＇s statistic, this new measure of influence has asymptotically normal distribution and is able to detect a subset of high leverage outliers which is not identified by Cook＇s statistic. As an illustrative example, simulation studies and a real data set are analysed.