An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model

DOI10.1080/03610920601033892MaRDI QIDQ3436020zbMATH OpenOpenAlexFDO

Authors R. Aoki, Francisco Rojas, F. V. Labra

Publication date 8 May 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601033892

zbMATH Keywords

elliptical distributionsill-conditioned matrixlocal influencemulticollinearitymultiple linear regressionridge regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

Recommendations

• Local influence in ridge regression
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Cites work

• An application of the local influence approach to ridge regression
• Detection of Influential Observation in Linear Regression
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• Local influence in principal components analysis
• Local influence in ridge regression
• Local influence: a new approach
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(13)

• On local influence for elliptical linear models
• Local influence in ridge regression
• Influence analysis on the direction of optimal response
• Local influence diagnostics with forward search in regression analysis
• Assessing local influence for elliptical linear models under equality constraints
• Local influence diagnostics in the modified ridge regression
• Local influence analysis for the ridge regression under stochastic linear restrictions
• Influence diagnostics in gamma ridge regression model
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Influence in the elliptical modified ridge regression
• Local influence in ridge semiparametric models
• Influence diagnostics in Gamma–Pareto ridge regression model
• Local influence in measurement error models with ridge estimate

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