The previously unknown asymptotic distribution of Cook's distance in polytomous logistic regression is established as a linear combination of independent chi-square random variables with one degree of freedom. An exhaustive approach to the analysis of influential covariates is developed and a new measure for the accuracy of predictions based on such a distribution is provided. Two examples with real data sets (one with continuous covariates and the other with both qualitative and quantitative covariates) are presented to illustrate the approach developed.
Keywords: Cook's distance; multinomial sampling; polytomous regression model.
© 2014 The British Psychological Society.