Model selection can involve several variables and selection criteria. A simple method to detect observations possibly influential for model selection is proposed. The potentials of this method are illustrated with three examples, each of which is taken from related studies.

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Keywords influential observations, model selection criteria
Persistent URL dx.doi.org/10.1016/0167-7152(91)90042-P, hdl.handle.net/1765/2066
Journal Statistics & Probability Letters
Citation
Franses, Ph.H.B.F. (1991). The detection of observations possibly influential for model selection. Statistics & Probability Letters, 321–325. doi:10.1016/0167-7152(91)90042-P