Model adequacy and influential observations
A common characteristic of diagnostic measures on influential observations is the assumption that all relevant regressors are included in the model, and that none of them can be deleted. We review and illustrate a method to detect data points which are influential enough to establish the empirical (in)significance of regressors.
|Persistent URL||dx.doi.org/10.1016/0165-1765(92)90043-X, hdl.handle.net/1765/2071|
Franses, Ph.H.B.F, & Biessen, G. (1992). Model adequacy and influential observations. Economics Letters, 38(2), 133–137. doi:10.1016/0165-1765(92)90043-X