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We present two methods for regression transformation diagnostics in the transform-both-sides model (see Carrol and Ruppert, 1984, 1987; Hinkley and Wang, 1988). One is based on the likelihood displacement proposed by Cook and Weisberg (1982) for assessing the influence of individual cases on the...
Persistent link: https://www.econbiz.de/10005137784
Count data with excess zeros arises in many contexts. Here our concern is to develop a Bayesian analysis for the zero-inflated generalized Poisson (ZIGP) regression model to address this problem. This model provides a useful generalization of zero-inflated Poisson model since the generalized...
Persistent link: https://www.econbiz.de/10010953645
Least absolute deviations (LAD) regression, i.e. L1 regression, is more resistant to the outliers in the response variable than the least-squares regression, but is relatively sensitive to outlying observations in explanatory variables. However, some but few attentions have been contributed to...
Persistent link: https://www.econbiz.de/10005313952
We consider a new mathematical object called preferred point [alpha]-manifold, which is a natural extension of Lauritzen (1987) and Critchley et al. (1993). A sufficient and necessary condition is given to guarantee that preferred point [alpha]-geometry subsumes a statistical manifold. We...
Persistent link: https://www.econbiz.de/10005319821
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A preferred point [alpha]-geometry is introduced in this note, which is a natural extension of the work of Critchley et al. (1993, 1994). Using this geometry, the homogeneous structure and the duality are discussed. We also define a new [alpha]-divergence function and produce a flatness...
Persistent link: https://www.econbiz.de/10005137800
Zero-inflated Poisson (ZIP) regression model is a popular approach to the analysis of count data with excess zeros. For correlated count data where the observations are either repeated or clustered outcomes from individual subjects, ZIP mixed regression model may be appropriate. However, ZIP...
Persistent link: https://www.econbiz.de/10005006014
In this article, we consider some diagnostics for skew-normal nonlinear regression models with AR(1) errors which provide a useful extension of the normal regression models. The estimation of the parameters in the models is studied based on the EM algorithm. Meanwhile, several score tests are...
Persistent link: https://www.econbiz.de/10005006044
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