回归中前向搜索的计量经济学应用:稳健性、诊断与图形

Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

Econometric Reviews · 2008
被引 13
人大 A-ABS 3

中文导读

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。

Abstract

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.

向前搜索稳健回归诊断图杠杆点