Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach
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DOI: 10.1016/j.econlet.2018.01.008
Abstract: Abstract The local influence analysis of the stochastic frontier model estimation is explored under the case-weights perturbation scheme, which is based on the theory of differential geometry. These local influence analysis procedures are illustrated using… read more here.
Keywords: influence; analysis; influence analysis; analysis stochastic ... See more keywords
Bayesian local influence analysis: With an application to stochastic frontiers
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DOI: 10.1016/j.econlet.2018.02.005
Abstract: A Bayesian alternative to Zhuo (2018) is presented. The method is of general interest as it presents an explicit formula for the local sensitivity of log marginal likelihood when observations vary by a small amount.… read more here.
Keywords: application stochastic; stochastic frontiers; analysis application; influence analysis ... See more keywords
Local influence diagnostics for generalized linear mixed models with overdispersion
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DOI: 10.1080/02664763.2016.1182128
Abstract: ABSTRACT Since the seminal paper by Cook and Weisberg [9], local influence, next to case deletion, has gained popularity as a tool to detect influential subjects and measurements for a variety of statistical models. For… read more here.
Keywords: influence; generalized linear; influence diagnostics; influential subjects ... See more keywords