Atkinson, Anthony C. (2009) Econometric applications of the forward search in regression: robustness, diagnostics, and graphics. Econometric reviews, 28 (1). pp. 21-39. ISSN 0747-4938
The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be potentially misleading.
|Additional Information:||© 2009 Taylor & Francis|
|Library of Congress subject classification:||H Social Sciences > HB Economic Theory|
|Sets:||Departments > Statistics
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