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INFLUENCE DIAGNOSTICS IN THE LINEAR REGRESSION MODEL WITH STOCHASTIC LINEAR RESTRICTIONS.

Authors :
Liu, S.
Ahmed, S. E.
Ma, L. Y.
Source :
Pakistan Journal of Statistics. 2009, Vol. 25 Issue 4, p647-662. 16p.
Publication Year :
2009

Abstract

In this paper, we use the local influence method introduced by Cook (1986) to study for regression diagnostics in the linear model with stochastic linear restrictions. We assume normality and use a likelihood-based approach. We establish the normal curvatures for identifying influencial observations under several schemes. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10129367
Volume :
25
Issue :
4
Database :
Academic Search Index
Journal :
Pakistan Journal of Statistics
Publication Type :
Academic Journal
Accession number :
48365418