DETECTING INRLUENTIAL OBSERVATIONS ONTRANSFORMATION PARAMETER IN BOX-COX MODEL

On Box-Cox transformation, one or few responses are influential on transformation parameter estimator. To detect influential observatins, several diagnostics (Cook and Wang 1983, Hinkley and Wang 1988, Lawrance 1988, Tsai and Wu 1990) have been suggested. We compare these diagnostics and denote the necessity of multiple cases deletion which is important especially when the masking effect is present. Also, analytic expression of Tsai and Wu's diagnostic is given. We suggest a computationally feasible and useful algorithm based on the basic building blocks, and present descriptive examples using artificial data.