Influence diagnostic for censored regression models

This paper proposes a diagnostic measure to detect outliers either in the response variable or in the design space both for Schmee-Hahn estimator and Buckley-James estimator in censored regressions. The diagnostics consists of the leverage point and standardized predicted residual.

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Year of publication:	1985
Authors:	Kao, Chihwa
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 6, p. 337-342
Publisher:	Elsevier
Keywords:	EM algorithm Schmee-Hahn estimator Buckley-James estimator Mahalanobis distance outliers standardized predicted residual

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074689