A Bayesian look at diagnostics in the univariate linear model

e-Archivo Repository

Show simple item record

dc.contributor.author Guttman, Irwin
dc.contributor.author Peña, Daniel
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Economía
dc.date.accessioned 2008-08-22T08:28:21Z
dc.date.available 2008-08-22T08:28:21Z
dc.date.issued 1992-05
dc.identifier.issn 2340-5031
dc.identifier.uri http://hdl.handle.net/10016/2831
dc.description.abstract This paper develops diagnostics for data thought to be generated in accordance with the general univariate linear model. A first set of diagnostics is developed by considering posterior probabilities of models that dictate which of k observations form a sample of n observations (k < n/2) are spuriously generated, giving rise to the possible outlyingness of the k observations considered. This in turn gives rise to diagnostics to help assess (estimate) the value of k. A second set of diagnostics is found by using the Kullback-Leibler symmetric divergence, which is found to generate measures of outlyingness and influence. Both sets of diagnostics are compared and related to each other and to other diagnostic statistics suggested in the literature. An example to illustrate to the use of these diagnostic procedures is included.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries Working Papers
dc.relation.ispartofseries 1992-21
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other spurious and outlying observations
dc.subject.other posteriors of models
dc.subject.other leverage
dc.subject.other Kullback-Leibler measures
dc.subject.other outlying and influential observations
dc.title A Bayesian look at diagnostics in the univariate linear model
dc.type workingPaper
dc.subject.eciencia Economía
dc.rights.accessRights openAccess
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)

The following license files are associated with this item:

This item appears in the following Collection(s)

Show simple item record