Exact distributions for sensitivity analysis in linear regression

MaRDI QIDQ5422894zbMATH OpenFDO

Authors José A. Díaz-García, Graciela González-Faríaz, Víctor M. Alvarado-Castro

Publication date 30 October 2007

zbMATH Keywords

Cook's distanceelliptical lawmodified Cook's distanceoutliers

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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(6)

• scientific article; zbMATH DE number 3876388 (Why is no real title available?)
• Rao distance as a measure of influence in the multivariate linear model
• Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
• On the asymptotic distribution of Cook's distance in logistic regression models
• Exact distribution of Cook's distance and identification of influential observations
• Sensitivity analysis of constrained linear L₁ regression: perturbations to response and predictor variables

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