Second-Order Approach to Local Influence
通过评估变量扰动形成曲面的二阶导数或曲率,研究回归模型中的全局和局部影响及其关系,借助图形发现隐藏的有影响案例并理解影响本质。
SUMMARY To examine global and local influence, and their relations for regression models, we study the perturbation-formed surface of a variable, such as the maximum likelihood estimate of a parameter, by evaluating the second derivative or curvature of the surface. (The corresponding slope of this surface is related to the curvature of the likelihood displacement surface of Cook.) Examples show that this approach, with the aid of plots, is helpful not only to discover influential cases including those hidden in an individual global sense but also to understand the nature of influence.