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Article: Generalized leverage and its applications

TitleGeneralized leverage and its applications
Authors
KeywordsEffective residual curvature matrix
Exponential family non-linear models
Generalized leverage
Influential observation
Leverage
M-estimator
Mean-shift perturbation
Prediction
Issue Date1998
PublisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOS
Citation
Scandinavian Journal Of Statistics, 1998, v. 25 n. 1, p. 25-37 How to Cite?
AbstractThe generalized leverage of an estimator is defined in regression models as a measure of the importance of individual observations. We derive a simple but powerful result, developing an explicit expression for leverage in a general M-estimation problem, of which the maximum likelihood problems are special cases. A variety of applications are considered, most notably to the exponential family non-linear models. The relationship between leverage and local influence is also discussed. Numerical examples are given to illustrate our results.
Persistent Identifierhttp://hdl.handle.net/10722/82671
ISSN
2015 Impact Factor: 0.908
2015 SCImago Journal Rankings: 1.362
References

 

DC FieldValueLanguage
dc.contributor.authorWei, BCen_HK
dc.contributor.authorHu, YQen_HK
dc.contributor.authorFung, WKen_HK
dc.date.accessioned2010-09-06T08:32:04Z-
dc.date.available2010-09-06T08:32:04Z-
dc.date.issued1998en_HK
dc.identifier.citationScandinavian Journal Of Statistics, 1998, v. 25 n. 1, p. 25-37en_HK
dc.identifier.issn0303-6898en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82671-
dc.description.abstractThe generalized leverage of an estimator is defined in regression models as a measure of the importance of individual observations. We derive a simple but powerful result, developing an explicit expression for leverage in a general M-estimation problem, of which the maximum likelihood problems are special cases. A variety of applications are considered, most notably to the exponential family non-linear models. The relationship between leverage and local influence is also discussed. Numerical examples are given to illustrate our results.en_HK
dc.languageengen_HK
dc.publisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOSen_HK
dc.relation.ispartofScandinavian Journal of Statisticsen_HK
dc.rightsScandinavian Journal of Statistics. Copyright © Blackwell Publishing Ltd.en_HK
dc.subjectEffective residual curvature matrixen_HK
dc.subjectExponential family non-linear modelsen_HK
dc.subjectGeneralized leverageen_HK
dc.subjectInfluential observationen_HK
dc.subjectLeverageen_HK
dc.subjectM-estimatoren_HK
dc.subjectMean-shift perturbationen_HK
dc.subjectPredictionen_HK
dc.titleGeneralized leverage and its applicationsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0303-6898&volume=25&spage=25&epage=37&date=1998&atitle=Generalized+leverage+and+its+applicationsen_HK
dc.identifier.emailHu, YQ: yqhu@hku.hken_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityHu, YQ=rp00708en_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-0032361524en_HK
dc.identifier.hkuros34123en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0032361524&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume25en_HK
dc.identifier.issue1en_HK
dc.identifier.spage25en_HK
dc.identifier.epage37en_HK
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridWei, BC=7202263644en_HK
dc.identifier.scopusauthoridHu, YQ=13410089000en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK

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