Observaciones anómalas en modelos de elección binaria .
ISSN: 2255-5471
Datum der Publikation: 1992
Nummer: 19
Art: Arbeitsdokument
Andere Publikationen in: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
Zusammenfassung
This paper deals with the problem of outliers in binary response models. It is proved that the existence of these observations in the sample affects the consistency of maximum likelihood estimators. Regarding to detection of outliers: it is shown that residual analysis is not a useful diagnostic tool, due to the censoring of the dependent variable and it is derived a statistic, analogous to the one proposed by Cook (1977) for linear models, which seems to be appropiated for outlier detection in this type of models. The theoretical results are tested using simulated data.