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Econometric applications of the forward search in regression: robustness, diagnostics, and graphics

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

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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 05 Apr 2011 15:44
URL: http://eprints.lse.ac.uk/30356/

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