Acta mathematica scientia,Series B ›› 1995, Vol. 15 ›› Issue (S1): 53-63.

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INFLUENCE ANALYSIS OF LINK PARAMETER IN GLM

Shi Lei1, Wu Changyi2   

  1. 1. Inst. of Appl Math. of Yunnan Provice Dept. of Stat. Yunnan University, Kunming 650091, China;
    2. Institute of System Science Academia Sinica, Beijing 100080, China
  • Received:1992-05-20 Revised:1992-10-21 Online:1995-12-31 Published:1995-12-31

Abstract: In this paper, we describe a new method for assessing the degree in which the individual case influence the maximum likelihood estimation of link parameter in generalized linear model. Several influential statistics are illustrated with two examples.

Key words: Generalized linear model, Link parameter, Deviance, Influence observation

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