Title
Identification of influential observation in linear structural relationship model with known slope
Abstract
A number of identification techniques are available in the literature to detect influential observations in linear regression models. However, the issue of the identification of influential observations in errors-in-variable models is still not very explored. In this paper we propose a new method for the identification of influential observations based on the COVRATIO statistic when the slope parameter is known. We determine the cut off point for this model on the basis of Monte Carlo simulation study and show that this cut off point performs well in the identification of influential observation in linear structural relationship model with known slope parameter. Finally, we present a real world example which also supports the findings obtained by the simulations earlier.
Year
DOI
Venue
2022
10.1080/03610918.2019.1645172
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Influential observations, Errors-in-variable model, COVRATIO statistic, Power of performance
Journal
51
Issue
ISSN
Citations 
1
0361-0918
0
PageRank 
References 
Authors
0.34
0
6