Local Influence in Null Intercept Measurement Error Regression under a Student_t Model

Número: 
10
Ano: 
2003
Autor: 
Filidor E. Vilca-Labra
Reiko Aoki
Heleno Bolfarine
Abstract: 

In this paper we discuss the application of local influence in measurement error regression model with null intercepts under a Student_t model with dependent populations. The Student_t distribution is a robust alternative to modeling data sets involving errors with longer than Normal tails. We derive the appropriate matrices for assessing the local influence for different perturbation schemes and use a real data as an illustration of the usefulness of the application.

Keywords: 
Influence diagnostic
Student_t model
Likelihood displacement
Lack of fit
Measurement error models
pretest/posttest data
Arquivo: