Residual sum of squares and multiple potential, diagnostics by a second order local approach

Inspired by Cook's (1986) assessment of local influence by studying the curvature of a surface associated with the overall discrepancy measure, this paper assesses the local influence through the curvature of the perturbation-formed surface of residual sum of squares (RSS) and multiple potential respectively. Two examples demonstrate the effectiveness of this method on identification of influential points.

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Year of publication:	1993
Authors:	Wu, Xizhi ; Luo, Zhen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 4, p. 289-296
Publisher:	Elsevier
Keywords:	Curvature first and second order local approach influential cases null point perturbation

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

Persistent link: https://www.econbiz.de/10005138019