Relatório de pesquisa 13/08
Diagnostics analysis for skew normal regression models, C. S. Ferreira, H. Bolfarino, and F. V. Labra, submitted 06/08
Abstract
The skew normal model (Azzalini, 1985) is being used
successfully in various statistical applications. The main purpose of
this paper is to consider local influence analysis, which is a
well-recognized important step of data analysis. In this paper
local influence measures are developed via Zhu and Lee's (2001)
approach, that is closely related to the EM-algorithm. The diagnostic
measures derived under this approach are invariant under
reparameterization. Some useful perturbation schemes are discussed. The
Cook's approach is also calculated and compared with Zhu and Lee's
approach. Results that are obtained from analysis of a real data
example are presented to illustrate the developed methodologies.
Primary 20M20, 93B29; Secondary 22E46.
Keywords: Skew-normal distribution; Cook's approach; Zhu and Lee's approach, EM algorithm
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June26, 2008
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