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Application of Local Influence Diagnostics to the Linear Logistic Regression Models

Author

Listed:
  • MONZUR HOSSAIN

    (Bangladesh Bank)

  • M. ATAHARUL ISLAM

    (University of Dhaka)

Abstract

This paper focuses the development of the diagnostics for the perturbations of case-weights and explanatory variables (one or more) in a linear logistic regression model. The effect of specific perturbation scheme on the estimation of parameters is also assessed. In addition, the interpretation of the value of curvature diagnostics is highlighted in this paper. This paper also demonstrates and extends the utility of the diagnostics for dichotomous outcome variables. For illustration, a sub-set of the Framingham Heart Study data set is used.

Suggested Citation

  • Monzur Hossain & M. Ataharul Islam, 2004. "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics 0409004, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpem:0409004
    Note: Type of Document - pdf; pages: 13. Suggested citation of this paper is:Hossain, Monzur and Islam, M. Ataharul, 'Application of local influence diagnostics to the linear logistic regression models'. Dhaka University Journal of Science, 51(2): 2003.
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0409/0409004.pdf
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    References listed on IDEAS

    as
    1. Weissfeld, Lisa A. & Schneider, Helmut, 1990. "Influence diagnostics for the Weibull model fit to censored data," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 67-73, January.
    2. Weissfeld, L. A., 1990. "Influence diagnostics for the proportional hazards model," Statistics & Probability Letters, Elsevier, vol. 10(5), pages 411-417, October.
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    Cited by:

    1. Alejandra Tapia & Victor Leiva & Maria del Pilar Diaz & Viviana Giampaoli, 2019. "Influence diagnostics in mixed effects logistic regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 920-942, September.

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    1. Monzur Hossain & M. Ataharul Islam, 2004. "Testing The Significance Of Local Influence," Econometrics 0409003, University Library of Munich, Germany.

    More about this item

    Keywords

    Local influence; diagnostics; logistic regression model; and curvature diagnostics;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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