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Residual sum of squares and multiple potential, diagnostics by a second order local approach

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  • Wu, Xizhi
  • Luo, Zhen

Abstract

Inspired by Cook's (1986) assessment of local influence by studying the curvature of a surface associated with the overall discrepancy measure, this paper assesses the local influence through the curvature of the perturbation-formed surface of residual sum of squares (RSS) and multiple potential respectively. Two examples demonstrate the effectiveness of this method on identification of influential points.

Suggested Citation

  • Wu, Xizhi & Luo, Zhen, 1993. "Residual sum of squares and multiple potential, diagnostics by a second order local approach," Statistics & Probability Letters, Elsevier, vol. 16(4), pages 289-296, March.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:4:p:289-296
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    Cited by:

    1. Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics.
    2. Cheng, Bo & Wu, Xizhi, 2001. "Assessing local influence in PLS regression by the second order approach," Statistics & Probability Letters, Elsevier, vol. 53(2), pages 113-121, June.

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