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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제32권 제1호
- 발행연도
- 2025.1
- 수록면
- 81 - 89 (9page)
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초록· 키워드
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The change in the least squares estimator (LSE) of a vector of regression coeffcients due to a single case deletion has been often used for investigating the influence of an observation on the LSE. A normalization of the change in the LSE using the Moore-Penrose inverse of the covariance matrix of the change in the LSE is derived. This normalization turns out to be a square of the internally Studentized residual. It is shown that the numerator part of Cook’s distance does not in general have a chi-squared distribution. An elaborate explanation for the inappropriateness of the choice of the scaling matrix defining Cook’s distance is given. A new diagnostic measure is suggested by reflecting a distributional property of the change in the LSE due to a single case deletion. Three numerical examples are given for illustration.
목차
Abstract
1. Introduction
2. Preliminaries
3. Deletion diagnostic measures
4. A new diagnostic measure
5. Numerical examples
References
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