Covariate Transformation Diagnostics for Generalized Linear Models

Authors: Lee A.H.; Yick J.S.

Source: Annals of the Institute of Statistical Mathematics, Volume 51, Number 2, June 1999 , pp. 383-398(16)

Publisher: Springer

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Abstract:

Transformations of covariates are commonly applied in regression analysis. When a parametric transformation family is used, the maximum likelihood estimate of the transformation parameter is often sensitive to minor perturbations of the data. Diagnostics are derived to assess the influence of observations on the covariate transformation parameter in generalized linear models. Three numerical examples are presented to illustrate the usefulness of the proposed diagnostics.

Keywords: Local influence; partial influence; profile likelihood displacement; transformation diagnostics

Language: English

Document Type: Regular paper

Affiliations: 1: Faculty of Science, Northern Territory University, Darwin, NT 0909, Australia

Publication date: 1999-06-01