A Note on Influence Assessment in Score Tests.

Building on the work of Lustbader and Moolgavkar (1985), this paper studies influence diagnostics for score tests. The diagnostic proposed by Lustbader and Moolgavkar is reassessed, and alternative diagnostics are proposed. The new diagnostics are based on one-step approximations to the change in the parameter estimates, resulting from deleting one observation. The use of the different diagnostics is illustrated with simulations and with an example. [ABSTRACT FROM AUTHOR]