Local influence in compound-poisson models: perturbing the mean-variance relation

Local influence is a useful tool to detect abnormalities in regression models, Cook proposed this method in 1986 for classical regression models and, since then, numerous extensions have been developed. The aim of this paper is to derive methods to asses local influence under various perturbation sc...

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Detalles Bibliográficos
Autores principales: Ricci, Lila, Alegre, Patricia
Formato: Artículo publishedVersion
Lenguaje:Español
Publicado: Scientific Advances Publishers 2012
Materias:
Distribución de Poisson
Modelos de Probabilidad
Acceso en línea:http://nulan.mdp.edu.ar/1805/
http://nulan.mdp.edu.ar/1805/1/ricci.alegre.2012.pdf
Aporte de:
Nulan - Fac.Cs.Económicas (UNMdP) de Universidad Nacional de Mar del Plata (UNMdP)
id I29-R1351805
record_format dspace
institution Universidad Nacional de Mar del Plata (UNMdP)
institution_str I-29
repository_str R-135
collection Nulan - Fac.Cs.Económicas (UNMdP)
language Español
orig_language_str_mv spa
topic Distribución de Poisson
Modelos de Probabilidad
spellingShingle Distribución de Poisson
Modelos de Probabilidad
Ricci, Lila
Alegre, Patricia
Local influence in compound-poisson models: perturbing the mean-variance relation
description Local influence is a useful tool to detect abnormalities in regression models, Cook proposed this method in 1986 for classical regression models and, since then, numerous extensions have been developed. The aim of this paper is to derive methods to asses local influence under various perturbation schemes, for compound-Poisson regression models. These models can be applied to continuous data with positive probability in zero, and they are characterized by the variance function that defines the mean-variance relationship. Formulas are obtained to apply local influence methods for different perturbations and it is of particular interest the perturbation of the parameter that defines the mean-variance relation. These schemes are applied to perturbed data generated by simulations and the sensibility of the method is compared for different values of the parameters. Finally, a real data set about home expenditures is analyzed and local influence graphics are obtained to detect influential points.
format Artículo
Artículo
publishedVersion
author Ricci, Lila
Alegre, Patricia
author_facet Ricci, Lila
Alegre, Patricia
author_sort Ricci, Lila
title Local influence in compound-poisson models: perturbing the mean-variance relation
title_short Local influence in compound-poisson models: perturbing the mean-variance relation
title_full Local influence in compound-poisson models: perturbing the mean-variance relation
title_fullStr Local influence in compound-poisson models: perturbing the mean-variance relation
title_full_unstemmed Local influence in compound-poisson models: perturbing the mean-variance relation
title_sort local influence in compound-poisson models: perturbing the mean-variance relation
publisher Scientific Advances Publishers
publishDate 2012
url http://nulan.mdp.edu.ar/1805/
http://nulan.mdp.edu.ar/1805/1/ricci.alegre.2012.pdf
work_keys_str_mv AT riccilila localinfluenceincompoundpoissonmodelsperturbingthemeanvariancerelation
AT alegrepatricia localinfluenceincompoundpoissonmodelsperturbingthemeanvariancerelation
bdutipo_str Repositorios
_version_ 1764820521313107970

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