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Jackknife-after-bootstrap regression influence diagnostics

Martin, Michael; Roberts, Steven

Description

We propose a bootstrap approach to gauging the size of regression influence measures. The bootstrap cut-offs generated are based on approximating the sampling distribution of the respective measures under resampling, work well for small samples, and allow for features such as asymmetric cut-offs. The bootstrap method uses Efron's jackknife-after-bootstrap idea to deal with the issue of an influential point contaminating the resamples from which cut-offs are calculated. The method is illustrated...[Show more]

CollectionsANU Research Publications
Date published: 2010
Type: Journal article
URI: http://hdl.handle.net/1885/33578
Source: Nonparametric Statistics (Journal of)
DOI: 10.1080/10485250903287906

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