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Assessing influence on the goodness-of-link in generalized linear models

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  • Lee, Andy H.
  • Zhao, Yuejen

Abstract

The evidence for a hypothesized link function in a generalized linear model may depend crucially on one or a few observations. Global and local influence diagnostics are proposed to assess influence on the goodness-of-link test. It is found that the local influence method can reveal influential observations on the link even when masking is present.

Suggested Citation

  • Lee, Andy H. & Zhao, Yuejen, 1997. "Assessing influence on the goodness-of-link in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 31(4), pages 351-358, February.
    • Handle: RePEc:eee:stapro:v:31:y:1997:i:4:p:351-358
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    References listed on IDEAS

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    1. Daryl Pregibon, 1980. "Goodness of Link Tests for Generalized Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 15-24, March.
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    Cited by:

    1. Hong Gu & Wing Fung, 1998. "Assessing Local Influence in Canonical Correlation Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 755-772, December.

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