Identification of multiple influential observations in logistic regression
Date
2010
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Abstract
The identification of influential observations in logistic regression has drawn a great deal of attention in recent years. Most of the available techniques like Cook's distance and difference of fits (DFFITS) are based on single-case deletion. But there is evidence that these techniques suffer from masking and swamping problems and consequently fail to detect multiple influential observations. In this paper, we have developed a new measure for the identification of multiple influential observations in logistic regression based on a generalized version of DFFITS. The advantage of the proposed method is then investigated through several well-referred data sets and a simulation study.
Description
Keywords
Generalized DFFITS, Generalized Studentized Pearson residual, Generalized weight, High leverage point, Influential observation, Masking, Outlier, Swamping
Citation
Nurunnabi, A. A. M., Rahmatullah Imon, A. H. M., & Nasser, M. (2010). Identification of multiple influential observations in logistic regression. Journal of Applied Statistics, 37(10), 1605-1624.
