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Register a new userPerturbation and scaled Cooks distance
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Added by
Hongtu Zhu
Publication date
2012
fields
Mathematical Statistics
and research's language is
English
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Cooks distance [Technometrics 19 (1977) 15-18] is one of the most important diagnostic tools for detecting influential individual or subsets of observations in linear regression for cross-sectional data. However, for many complex data structures (e.g., longitudinal data), no rigorous approach has been developed to address a fundamental issue: deleting subsets with different numbers of observations introduces different degrees of perturbation to the current model fitted to the data, and the magnitude of Cooks distance is associated with the degree of the perturbation. The aim of this paper is to address this issue in general parametric models with complex data structures. We propose a new quantity for measuring the degree of the perturbation introduced by deleting a subset. We use stochastic ordering to quantify the stochastic relationship between the degree of the perturbation and the magnitude of Cooks distance. We develop several scaled Cooks distances to resolve the comparison of Cooks distance for different subset deletions. Theoretical and numerical examples are examined to highlight the broad spectrum of applications of these scaled Cooks distances in a formal influence analysis.
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