Sensitivity Analysis in Semiparametric Regression Models
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.
KeywordsRoyal Statistical Society Spline Smoothing Influential Observation Partial Linear Model Parametric Part
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