Influence diagnostics in the tobit censored response model

Michelli Barros, Manuel Galea, Manuel González, VICTOR ELISEO LEIVA SANCHEZ

Research output: Contribution to journalArticlepeer-review

26 Scopus citations

Abstract

In this article, we develop influence diagnostic tools for the tobit model. Specifically, we discuss global influence methods based on the Cook distance and residuals with envelopes, and total and conformal local influence techniques. In order to analyze the sensitivity of the maximum likelihood estimators of the parameters of the model to small perturbations on the assumptions of the model and/or data, we consider several perturbation schemes, such as case-weight and response perturbations. Finally, we illustrate the developed methodology by means of a real data set.

Original languageEnglish
Pages (from-to)379-397
Number of pages19
JournalStatistical Methods and Applications
Volume19
Issue number3
DOIs
StatePublished - 4 Aug 2010

Keywords

  • Cook distance
  • Likelihood methods
  • Local influence
  • Residual analysis

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