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Using Cook's distance in polytomous logistic regression
Author(s) -
Martín Nirian
Publication year - 2015
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/bmsp.12036
Subject(s) - polytomous rasch model , covariate , logistic regression , mathematics , statistics , measure (data warehouse) , econometrics , computer science , data mining , item response theory , psychometrics
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.