Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be potentially misleading.

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Year of publication:	2009
Authors:	Atkinson, Anthony
Published in:	Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 1-3, p. 21-39
Publisher:	Taylor & Francis Journals
Subject:	Bad leverage point \| Fan plot \| Leverage \| LTS \| Outliers \| Residuals \| Very robust methods

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005476108