Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions

DOI10.1007/S10260-015-0329-4zbMath1368.62196OpenAlexW2198584659MaRDI QIDQ2013638

Shuangzhe Liu, Víctor Leiva, A. H. Welsh, Tie-Feng Ma

Publication date: 8 August 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/108676

zbMATH Keywords

information matrixlocal influencerestricted maximum likelihood estimatorrestricted least-squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (8)

On a tobit–Birnbaum–Saunders model with an application to medical data ⋮ Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic ⋮ Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ Influence diagnostics in possibly asymmetric circular-linear multivariate regression models ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Generalized Tobit models: diagnostics and application in econometrics ⋮ Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Uses Software

• AER

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