Using Cook's distance in polytomous logistic regression Articles uri icon

authors

  • MARTIN APAOLAZA, NIRIAN

publication date

  • February 2015

start page

  • 84

end page

  • 115

issue

  • 1

volume

  • 68

international standard serial number (ISSN)

  • 0007-1102

electronic international standard serial number (EISSN)

  • 2044-8317

abstract

  • The previously unknown asymptotic distribution of Cook's distance in polytomous logistic regression is established as a linear combination of independent chi-square random variables with one degree of freedom. An exhaustive approach to the analysis of influential covariates is developed and a new measure for the accuracy of predictions based on such a distribution is provided. Two examples with real data sets (one with continuous covariates and the other with both qualitative and quantitative covariates) are presented to illustrate the approach developed.

keywords

  • multinomial sampling; cook's distance; polytomous regression model