Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
展示了前向搜索方法在计量经济学数据稳健分析中的应用,通过信息丰富的图形揭示每个观测值的推断重要性,并指出将观测值分为“好”和“坏”杠杆点可能具有误导性。
The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be potentially misleading.