Diagnostics analysis in censored generalized Poisson regression model

Abstract

In this article, we develop the application of influence diagnostics in censored generalized Poisson regression (CGPR) models based on case-deletion method and local influence analysis. The one-step approximations of the estimates in the case-deletion model are given and case-deletion measures, such as generalized Cook distance, likelihood distance are obtained. At the same time, we derive the diagnostic statistics for CGPR models under perturbations in case-weights and explanatory variables. Furthermore, we discuss an approximate test for significance of the dispersion parameter in the CGPR, and the score test statistic is obtained. Finally, two numerical examples are given to illustrate our methodology.

Keywords:

• Generalized Poisson regression
• Censoring
• Dispersion parameter
• Local influence
• Case-deletion; Score test statistic

Acknowledgements

The authors thank the Editor, the Associate Editor and referees for their helpful comments and suggestions that led to a significant improvement of the paper. This work is supported by NSFC (10371016) and the Grant for Young Teachers in Nanjing Agricultural University (KJ04020).