Local influence assessment in heteroscedastic measurement error models

  • Authors:
  • Mário de Castro;Manuel Galea-Rojas;Heleno Bolfarine

  • Affiliations:
  • Instituto de Ciências Matemáticas e de Computação, Universidade de São Paulo, Caixa Postal 668, 13560-970, São Carlos-SP, Brazil;Universidad de Valparaíso, Casilla 5030, Valparaíso, Chile;Instituto de Matemática e Estatística, Universidade de São Paulo, Caixa Postal 66281, Ag. Cidade de São Paulo, 05311-970, São Paulo-SP, Brazil

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2007

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Abstract

Functional heteroscedastic measurement error models are investigated aiming to assess the effects of perturbations of data on some inferential procedures. This goal is accomplished by resorting to methods of local influence. The techniques provide to the practitioner a valuable tool that enables to identify potential influential elements and to quantify the effects of perturbations in these elements on results of interest. An illustrative example with a real data set is also reported.