Influence diagnostics in generalized log-gamma regression models

Authors:
Edwin M. M. Ortega;Heleno Bolfarine;Gilberto A. Paula
Affiliations:
Instituto de Matemática e Estatistica, USP-Caixa Postal 66281 (Ag. Cidade de São Paulo), 05311-970 São Paulo, SP, Brazil;Instituto de Matemática e Estatistica, USP-Caixa Postal 66281 (Ag. Cidade de São Paulo), 05311-970 São Paulo, SP, Brazil;Instituto de Matemática e Estatistica, USP-Caixa Postal 66281 (Ag. Cidade de São Paulo), 05311-970 São Paulo, SP, Brazil
Venue:
Computational Statistics & Data Analysis
Year:
2003

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Abstract

We discuss in this paper application of influence diagnostics in generalized log-gamma regression models considering the possibility of censored observations. We derive the appropriate matrices for assessing the local influence on the parameter estimates as well as the predictions from the fitted model under different perturbation schemes. The effect of censoring on local influence is also investigated. An example, for which we apply the diagnostic methods, is given as illustration.