Leverage and superleverage in nonlinear regression
Citation
St. Laurent, R.T. & Cook, R.D. (1992). Leverage and
superleverage in nonlinear regression. Journal
of the American Statistical Association 87: 985-990.
Abstract
Several measures of leverage of an observation in a nonlinear
regression model are defined and developed. In contrast to the
upper bound on the leverage in a linear model, it is found that in
a nonlinear model the leverage of an observation may exceed 1. Such
a case is said to exhibit superleverage. Relationships
between the leverage measures are explored, and several examples are
developed to illustrate the proposed methodology.
Keywords
Diagnostic; influential observation; prediction.