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Topic:influence function

influence function

Since 2021, aggregated from related topics

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    Influence functions are a statistical tool used to assess the impact of individual data points on a statistical model or estimation procedure. They can help identify influential data points that have a large effect on the estimated parameters of a model or estimation procedure. Influence functions are often used in robust statistical methods to detect outliers or influential observations that may bias the results of a statistical analysis. They can also be used to assess the stability and robustness of a statistical procedure to changes in the data. Overall, influence functions provide valuable insights into the reliability and robustness of statistical models and estimation procedures.

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