Advances and Applications in Statistics
Volume 10, Issue 2, Pages 237 - 246
(December 2008)
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A NOTE ON THE RELATIONSHIP BETWEEN INFLUENTIAL OBSERVATIONS AND MODEL SELECTION
Junfeng Shang (USA)
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Abstract: Model selection is an important aspect of statistical modeling and its goal is to choose an appropriate model from a class of candidate models. An influential observation is defined as the one which has substantial impact on a specific inferential objective. This note aims to demonstrate the relationship between influential observations and model selection by the utility of the examples and a simulation study. It is shown that influential observations and model selection mutually affect each other. We conclude that influential observation detection and model selection should be jointly considered in statistical modeling. |
Keywords and phrases: modeling diagnosis, influential observations, model selection. |
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