Santos, Bruno R., Elian, Silvia N. (2015) Influence Measures in Quantile Regression Models. Communications in Statistics - Theory and Methods, 44 (9). pp. 1842-1853. ISSN 0361-0926. E-ISSN 1532-415X. (doi:10.1080/03610926.2013.799699) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:90514)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: https://doi.org/10.1080/03610926.2013.799699 |
Abstract
In this article, we use the asymmetric Laplace distribution to define a new method to determine the influence of a certain observation in the fit of quantile regression models. Our measure is based on the likelihood displacement function and we propose two types of measures in order to determine influential observations in a set of conditional quantiles conjointly or in each conditional quantile of interest. We verify the validity of our average measure in a simulated data set as well in an illustrative example with data about air pollution.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1080/03610926.2013.799699 |
| Uncontrolled keywords: | Analysis of influence; Likelihood displacement; Quantile regression |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA297 Numerical analysis |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Amy Boaler |
| Date Deposited: | 01 Oct 2021 09:17 UTC |
| Last Modified: | 17 Aug 2022 11:02 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/90514 (The current URI for this page, for reference purposes) |
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