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
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 |
|---|---|
| Copyright holders | © 2009 Taylor & Francis |
| Departments | Statistics |
| DOI | 10.1080/07474930802387803 |
| Date Deposited | 05 Apr 2011 15:44 |
| URI | https://researchonline.lse.ac.uk/id/eprint/30356 |