Al Mamun, Abu Sayed Md and Zubairi, Yong Zulina and Hussin, Abdul Ghapor and Imon, A. H. M. Rahmatullah and Rana, Sohel and Carrasco, Jalmar (2022) Identification of influential observation in linear structural relationship model with known slope. Communications in Statistics - Simulation and Computation, 51 (1). pp. 72-83. ISSN 0361-0918, DOI https://doi.org/10.1080/03610918.2019.1645172.
Full text not available from this repository.Abstract
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.
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | Influential observations; Errors-in-variable model; COVRATIO statistic; Power of performance |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Centre for Foundation Studies in Science > Mathematics Division |
| Depositing User: | Ms. Juhaida Abd Rahim |
| Date Deposited: | 22 Apr 2022 07:18 |
| Last Modified: | 22 Apr 2022 07:18 |
| URI: | http://eprints.um.edu.my/id/eprint/33874 |
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