JSM 2005 - Toronto

Abstract #303795

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 268
Type: Contributed
Date/Time: Tuesday, August 9, 2005 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #303795
Title: Generalization of Cook's Distance to Nonlinear and Nonparametric Regressions
Author(s): Yongwu Shao*+
Companies: University of Minnesota
Address: 313 Ford Hall 224 Church St SE, Minneapolis, MN, 55455, United States
Keywords: Cook's distance ; Nonlinear regression ; Nonparametric regression ; Influence point
Abstract:

Cook's distance is a metric for deciding whether a particular point alone affects regression estimates much in linear regressions. We will provide a generalization of this metric to the nonlinear and nonparametric regressions. Our new metric has a simple mathematic formula, and it can be computed efficiently without fitting the case-deletion data.


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Revised March 2005