REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW

Abstract

The local influence approach of Cook [1]to regression diagnostic is developed and discussed, and compared with Cook's [2]deletion approach. The ability of the local influence approach to handle cases simultaneously, as well as some of its theoretical and practical difficulties, are reviewed. The perturbation ideas of the approach are applied to the linear model making distinction between the local perturbations on the assumptions of the model and the data.

Keywords:

• Curvature
• Diagnostics
• Local influence
• Regression

ACKNOWLEDGMENTS

We thank Ali S. Hadi and Robert Loynes for their helpful comments on an earlier version of this manuscript.