Publication: Selecting and checking a binomial response generalized linear model using phi-divergences
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Publication Date
2009-09-01
Authors
Pardo Llorente, María del Carmen
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Publisher
Elsevier Science
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Abstract
This work introduces specific tools based on phi-divergences to select and check generalized linear models with binary data. A backward selection criterion that helps to reduce the number of explanatory variables is considered. Diagnostic methods based on divergence measures such as a new measure to detect leverage points and two indicators to detect influential points are introduced. As an illustration, the diagnostics are applied to human psychology data.