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RE: st: influence statistic for probit models


From   "Visintainer, Paul" <[email protected]>
To   <[email protected]>
Subject   RE: st: influence statistic for probit models
Date   Tue, 31 Jul 2007 15:25:08 -0400

Thanks, Maarten.  I just wanted to make sure it wasn't something amiss
with my installation.

-p

______________________________________
Paul F. Visintainer, PhD
Professor and Chair
Department of Epidemiology and Biostatistics
School of Public Health
New York Medical College
PH: (914) 594-4804
FX: (914) 594-4853
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: Tuesday, July 31, 2007 2:53 PM
To: [email protected]
Subject: Re: st: influence statistic for probit models

--- [email protected] wrote:
> Can anybody tell me whether Pregibon's "dbeta" is also suitable for
> probit models? If not, are there other measures to detect
> "influential/ high-leverage points"?

After -glm- with the probit link you can -predict- the Cook's distance.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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