Influence on Confidence Regions for Regression Coefficients in Generalized Linear Models

Abstract

Influence on confidence regions has received less attention than the problem of influence on regression coefficients in generalized linear models. Diagnostics are given for examining influence on confidence intervals or the confidence region for all of the regression coefficients. These diagnostics permit one to check whether the standard errors of the coefficients are sensitive to the exact specification of case weights, or the observed values of the explanatory variables or the response. The diagnostics are illustrated with an example and compared to standard diagnostic methods.