로지스틱 모형에서 변수선택에 영향을 미치는 관측값에 대한 연구

• 영문명: Influential Observatyions on Variable Selection in Logistic Regression Model
• 발행기관: 건국대학교 경제경영연구소
• 저자명: 안병진(Byoung Jin Ahn)
• 간행물 정보: 『상경연구』제19권, 223~233쪽, 전체 11쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1994.08.15

영문 초록

As is the case in linear regression, model fitting via logistic regression is also sensitive to influential cases. The values of statistic used for variable selection criteria can be reduced remarkably by excluding only a few influential cases. Furthermore, different subsets of explanatory variables change the influence patterns for the same response variable. Leger and Altman(1993) introduce a statistic, namely unconditional Cook’s distance, to assess the influence of each case on the variable selection procedure. We adopt same idea to logistic model and obtain an unconditional likelihood distance for the detection of influential cases. And some variable selection criteria for logistic model are also discussed.

목차

Ⅰ. 서론

Ⅱ. 기존의 변수선택 판단기준

Ⅲ. 예측을 위한 변수선택 판단기준

Ⅳ. 영향관측값의 검출

Ⅴ. 결론

참고문헌

SUMMARY