Influence Diagnostic Measure for Spline Estimator

  • Lee, In-Suk (Dept. of Statistics, Kyungpook National University) ;
  • Cho, Gyo-Young (Dept. of Statistics, Kyungpook National University) ;
  • Jung, Won-Tae (Dept. of Statistics, Kyungpook National University)
  • Published : 1995.12.31

Abstract

To access the quality of a fit to a set of data it is always useful to conduct a posteriori analysis involving the examination of residuals, detection of influential data values, etc. Smoothing splines are a type of nonparametric regression estimators for the diagnostic problem. And leverage value, Cook's distance, and DFFITS are used for detecting influential data. Since high leverage points will always have small residuals, the new diagnostic measures including of properties of leverage and residuals are needed. In this paper, we propose FVARATIO version as diagnostic measure in nonparametric regression. Also we consider the rough bound as analogy with linear regression case.

Keywords