Diagnostic Tests for Transformations
作者:
A.C. Atkinson,
期刊:
Technometrics
(Taylor Available online 1986)
卷期:
Volume 28,
issue 1
页码: 29-37
ISSN:0040-1706
年代: 1986
DOI:10.1080/00401706.1986.10488095
出版商: Taylor & Francis Group
关键词: Constructed variable;Graphical methods;Leverage;Power transformation;Regression diagnostics;Shifted power transformation
数据来源: Taylor
摘要:
The evidence for transformation of the response in a regression model may sometimes depend crucially on one or a few observations. Expressions are derived for estimating the effect of deletion of observations on both the score test and the estimate of the transformation parameter. The estimates are presented as index plots, which are as easy to calculate as the wellknown added-variable plots of constructed variables. One advantage of the new procedure is that the importance of individual observations is not masked by the presence of leverage. A second is that the plots refer directly to score statistics and parameter estimates, both quantities of prime inferential importance. Examples are given for the power transformation and for the shifted power transformation with unknown origin.
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