Title | ||
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Identification of influential observation in linear structural relationship model with known slope |
Abstract | ||
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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 |
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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 |
Name | Order | Citations | PageRank |
---|---|---|---|
Abu Sayed Md. Al Mamun | 1 | 0 | 0.34 |
Yong Zulina Zubairi | 2 | 0 | 0.34 |
Abdul Ghapor Hussin | 3 | 0 | 0.34 |
A. H. M. Rahmatullah Imon | 4 | 0 | 0.34 |
Sohel Rana | 5 | 0 | 0.34 |
Jalmar Carrasco | 6 | 0 | 0.34 |