IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i12p5319-5327.html
   My bibliography  Save this article

Trimming influential observations for improved single-index model estimated sufficient summary plots

Author

Listed:
  • Prendergast, Luke A.

Abstract

The detection and subsequent treatment of influential observations have been well covered with respect to ordinary least squares (OLS) under an assumed multiple linear regression (MLR) model using measures such as Cook's Distance. However, OLS can be shown to be a useful method under a much wider variety of models. The purpose of this paper is twofold. Firstly we introduce a new diagnostic, similar to Cook's Distance, that is useful for detecting influential observations under an assumed single-index model. Secondly we show, via simulation, how trimming observations according to such diagnostics can greatly benefit the analysis even when no gross outliers are evident.

Suggested Citation

  • Prendergast, Luke A., 2008. "Trimming influential observations for improved single-index model estimated sufficient summary plots," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5319-5327, August.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:12:p:5319-5327
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00280-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Luke A. Prendergast, 2007. "Implications of influence function analysis for sliced inverse regression and sliced average variance estimation," Biometrika, Biometrika Trust, vol. 94(3), pages 585-601.
    2. L. A. Prendergast, 2005. "Influence Functions for Sliced Inverse Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(3), pages 385-404, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Luke A. Prendergast & Simon J. Sheather, 2013. "On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 219-237, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luke A. Prendergast & Jodie A. Smith, 2010. "Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 588-611, December.
    2. Prendergast, Luke A. & Smith, Jodie A., 2022. "Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    3. Coudret, R. & Girard, S. & Saracco, J., 2014. "A new sliced inverse regression method for multivariate response," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 285-299.
    4. Ulrike Genschel, 2018. "The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 28-58, February.
    5. Luke A. Prendergast & Simon J. Sheather, 2013. "On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 219-237, June.
    6. Benoît Liquet & Jérôme Saracco, 2012. "A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches," Computational Statistics, Springer, vol. 27(1), pages 103-125, March.
    7. Dong, Yuexiao & Yu, Zhou & Zhu, Liping, 2015. "Robust inverse regression for dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 71-81.
    8. Guochang Wang & Jianjun Zhou & Wuqing Wu & Min Chen, 2017. "Robust functional sliced inverse regression," Statistical Papers, Springer, vol. 58(1), pages 227-245, March.
    9. Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme, 2022. "Advanced topics in Sliced Inverse Regression," Journal of Multivariate Analysis, Elsevier, vol. 188(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:12:p:5319-5327. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.