Regression Transformation Diagnostics for Explanatory Variables
نویسندگان
چکیده
Two types of diagnostics are presented for the transformation of explanatory variables in regression. One is based on the likelihood displacement proposed by Cook and Weisberg (1982) for assessing the in uence of individual cases on the maximum likelihood estimate of a transformation parameter. The other is based on the local in uence theory proposed by Cook (1986) for assessing the in uence of small perturbations on the parameter estimates. Computations are performed on two data sets to illustrate the usefulness of these diagnostics.
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