Using Cook's distance in polytomous logistic regression.
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.
Department of Statistics, Carlos III University of Madrid, Spain.
Nirian
N
Martín
D000704:Analysis of Variance; D016015:Logistic Models; D011594:Psychometrics / Q000706:statistics & numerical data*; D016008:Statistical Distributions
Cook's distance; multinomial sampling; polytomous regression model