On the Asymptotic Distribution of Cook’s distance in Logistic Regression Models

dc.contributor.authorMartín Apaolaza, Níriam
dc.contributor.authorPardo Llorente, Leandro
dc.description.abstractIt sometimes occurs that one or more components of the data exert a disproportionate influence on the model estimation. We need a reliable tool for identifying such troublesome cases in order to decide either eliminate from the sample, when the data collect was badly realized, or otherwise take care on the use of the model because the results could be affected by such components. Since a measure for detecting influential cases in linear regression setting was proposed by Cook [Detection of influential observations in linear regression, Technometrics 19 (1977), pp. 15–18.], apart from the same measure for other models, several new measures have been suggested as single-case diagnostics. For most of them some cutoff values have been recommended (see [D.A. Belsley, E. Kuh, and R.E. Welsch, Regression Diagnostics: Identifying Influential Data and Sources of Collinearity, 2nd ed., John Wiley & Sons, New York, Chichester, Brisban, (2004).], for instance), however the lack of a quantile type cutoff for Cook's statistics has induced the analyst to deal only with index plots as worthy diagnostic tools. Focussed on logistic regression, the aim of this paper is to provide the asymptotic distribution of Cook's distance in order to look for a meaningful cutoff point for detecting influential and leverage observations.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.sponsorshipMinisterio de Educación y Ciencia
dc.description.sponsorshipComunidad de Madrid; Universidad Complutense de Madrid
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dc.journal.titleJournal of Applied Statistics
dc.publisherTaylor & Francis
dc.rightsAtribución-NoComercial 3.0 España
dc.rights.accessRightsopen access
dc.subject.keywordCook's distance
dc.subject.keywordLogistic regression
dc.subject.keywordMaximum likelihood estimation
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleOn the Asymptotic Distribution of Cook’s distance in Logistic Regression Models
dc.typejournal article
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