Sensitivity Analysis in Semiparametric Regression Models

  • Wing-Kam Fung
  • Zhong-Yi Zhu
  • Bo-Cheng Wei
Conference paper


Research in semiparametric regression models has received attention in recent years. However, there is little work in the sensitivity analysis for such models. In this paper, we investigate the statistical diagnostics in semiparametric regression models. The case deletion influence diagnostics are constructed. An outlier diagnostic of the case deletion model is studied and it is shown to be equivalent to that of the mean-shift outlier model. The popular Cook’s distance is constructed which can be expressed in terms of the leverage measure and the residual. The proposed diagnostics are illustrated using a real data set.


Royal Statistical Society Spline Smoothing Influential Observation Partial Linear Model Parametric Part 
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Copyright information

© Springer Japan 2002

Authors and Affiliations

  • Wing-Kam Fung
    • 1
  • Zhong-Yi Zhu
    • 2
  • Bo-Cheng Wei
    • 3
  1. 1.Department of Statistics and Actuarial ScienceUniversity of Hong KongHong KongChina
  2. 2.Department of StatisticsEast China Normal UniversityChina
  3. 3.Department of MathematicsSoutheast UniversityChina

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