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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo (Department of Information Statistics, Kunsan National University)
  • Published : 2007.04.30

Abstract

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

Keywords

References

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