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Regression transformation diagnostics in transform-both-sides model

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  • Shih, Jian-Qing

Abstract

We present two methods for regression transformation diagnostics in the transform-both-sides model (see Carrol and Ruppert, 1984, 1987; Hinkley and Wang, 1988). One is based on the likelihood displacement proposed by Cook and Weisberg (1982) for assessing the influence of individual cases on the maximum likelihood estimator of a transformation parameter; the other is based on the local influence proposed by Cook (1986) for assessing the influence of small perturbations on the transformation parameter estimator.

Suggested Citation

  • Shih, Jian-Qing, 1993. "Regression transformation diagnostics in transform-both-sides model," Statistics & Probability Letters, Elsevier, vol. 16(5), pages 411-420, April.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:5:p:411-420
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    Cited by:

    1. Andy Lee & John Yick, 1999. "Covariate Transformation Diagnostics for Generalized Linear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 383-398, June.

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