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
Abstract
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.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.informaworld.com/smpp/title~db=all~cont... |
| Additional Information: | © 2009 Taylor & Francis |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Departments > Statistics Collections > Economists Online |
| Date Deposited: | 05 Apr 2011 15:44 |
| URL: | http://eprints.lse.ac.uk/30356/ |
Actions (login required)
 |
Record administration - authorised staff only |
