Leverage, local influence and curvature in nonlinear regression

Roy T St Laurent, R. Dennis Cook

Research output: Contribution to journalArticle

50 Citations (Scopus)

Abstract

SUMMARY: The connections between measures of leverage, statistical curvature, and the local influence of a mean-shift perturbation are explored in nonlinear regression models. The circumstances under which the Jacobian leverage reduces to a commonly-used linear approximation are found to be connected to the effective residual curvature of the nonlinear model. The local influence of a mean-shift perturbation in the model function is seen to be closely related to the Jacobian leverage.

Original languageEnglish (US)
Pages (from-to)99-106
Number of pages8
JournalBiometrika
Volume80
Issue number1
DOIs
StatePublished - Mar 1993
Externally publishedYes

Fingerprint

Local Influence
Nonlinear Dynamics
Nonlinear Regression
Leverage
Mean Shift
Curvature
nonlinear models
Perturbation
Nonlinear Regression Model
Linear Approximation
Nonlinear Model
Nonlinear regression
Mean shift
Model

Keywords

  • Diagnostics
  • Influential observation
  • Jacobian leverage
  • Mean-shift perturbation

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Applied Mathematics
  • Mathematics(all)
  • Statistics and Probability
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)

Cite this

Leverage, local influence and curvature in nonlinear regression. / St Laurent, Roy T; Cook, R. Dennis.

In: Biometrika, Vol. 80, No. 1, 03.1993, p. 99-106.

Research output: Contribution to journalArticle

St Laurent, Roy T ; Cook, R. Dennis. / Leverage, local influence and curvature in nonlinear regression. In: Biometrika. 1993 ; Vol. 80, No. 1. pp. 99-106.
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