INDEX OF THE INFLUENCE OF EACH CELL ON THE PARAMETER ESTIMATES IN CATEGORICAL DATA ANALYSIS

Abstract

Andersen (1992) proposed an index that evaluates the influence of each cell on the parameter estimates for the parametric multinomial distribution. The index is the analogue of Cook's distance (Cook & Weisberg, 1982). However, it is difficult to explain the meaning of the index from a point of view of a statistical model, because the index is constructed from an estimator based on a conditional distribution that there is no observation in a cell. Therefore, in this paper we propose an index that is meaningful from a view point of a statistical model. Furthermore, we derive the one step approximation of the index.