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Article: Generalized leverage and its applications
Title | Generalized leverage and its applications |
---|---|
Authors | |
Keywords | Effective residual curvature matrix Exponential family non-linear models Generalized leverage Influential observation Leverage M-estimator Mean-shift perturbation Prediction |
Issue Date | 1998 |
Publisher | Blackwell 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? |
Abstract | The 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 Identifier | http://hdl.handle.net/10722/82671 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.892 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wei, BC | en_HK |
dc.contributor.author | Hu, YQ | en_HK |
dc.contributor.author | Fung, WK | en_HK |
dc.date.accessioned | 2010-09-06T08:32:04Z | - |
dc.date.available | 2010-09-06T08:32:04Z | - |
dc.date.issued | 1998 | en_HK |
dc.identifier.citation | Scandinavian Journal Of Statistics, 1998, v. 25 n. 1, p. 25-37 | en_HK |
dc.identifier.issn | 0303-6898 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82671 | - |
dc.description.abstract | The 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.language | eng | en_HK |
dc.publisher | Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOS | en_HK |
dc.relation.ispartof | Scandinavian Journal of Statistics | en_HK |
dc.rights | Scandinavian Journal of Statistics. Copyright © Blackwell Publishing Ltd. | en_HK |
dc.subject | Effective residual curvature matrix | en_HK |
dc.subject | Exponential family non-linear models | en_HK |
dc.subject | Generalized leverage | en_HK |
dc.subject | Influential observation | en_HK |
dc.subject | Leverage | en_HK |
dc.subject | M-estimator | en_HK |
dc.subject | Mean-shift perturbation | en_HK |
dc.subject | Prediction | en_HK |
dc.title | Generalized leverage and its applications | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0303-6898&volume=25&spage=25&epage=37&date=1998&atitle=Generalized+leverage+and+its+applications | en_HK |
dc.identifier.email | Hu, YQ: yqhu@hku.hk | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.authority | Hu, YQ=rp00708 | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-0032361524 | en_HK |
dc.identifier.hkuros | 34123 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0032361524&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 25 | en_HK |
dc.identifier.issue | 1 | en_HK |
dc.identifier.spage | 25 | en_HK |
dc.identifier.epage | 37 | en_HK |
dc.identifier.isi | WOS:000072689500004 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Wei, BC=7202263644 | en_HK |
dc.identifier.scopusauthorid | Hu, YQ=13410089000 | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.issnl | 0303-6898 | - |