Leverage, local influence and curvature in nonlinear regression
Citation
St. Laurent, R.T. & Cook, R.D. (1993). Leverage, local influence and
curvature in nonlinear regression. Biometrika 80: 99-106.
Abstract
The connections between measures of leverage, statistical curvature,
and the local influence of a mean-shift perturbation are explored in
nonlinear regression models. The circumstances under which the
Jacobian leverage reduces to a commonly-used linear approximation are
found to be connected to the effective residual curvature of the nonlinear
model. The local influence of a mean-shift perturbation in the model
function is seen to be closely related to the Jacobian leverage.
Keywords
Diagnostics; influential observation; Jacobian
leverage; mean-shift perturbation.