On local influence for elliptical linear models (Q1567080)
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English | On local influence for elliptical linear models |
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On local influence for elliptical linear models (English)
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16 November 2000
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The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the postulated model. \textit{M. Galea, G.A. Paula} and \textit{H. Bolfarine} [Statistician 46, No. 1, 71-79 (1997)] have recently given the observed information matrix and the Delta matrix for a scheme of scale perturbations and assessed local influence for elliptical linear regression models. We consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations, and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence for these schemes and the implementation of the obtained results, we give an example.
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likelihood displacement
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observed information matrix
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matrix differential
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Delta matrices
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