Local influence in ridge regression

DOI10.1016/S0167-9473(99)00019-5MaRDI QIDQ1606508zbMATH OpenFDO

Authors R. Smith

Publication date 29 July 2002

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model
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• Local influence in measurement error models with ridge estimate
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• Local influence in seemingly unrelated regression model with ridge estimate

Cites work

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• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
• Diagnostics for Mixed-Model Analysis of Variance
• Local influence in principal components analysis
• Regressor space outliers in ridge regression

Cited in

(33)

• Local influence in ridge semiparametric models
• Influential diagnostics with Pena’s statistic for the modified ridge regression
• Local influence in multilevel regression for growth curves
• Pena's statistic for the Liu regression
• Case influence diagnostics in the lasso regression
• Influence analysis with homogeneous linear restrictions
• Outlier Detection in Time Series Models Using Local Influence Method
• Regressor space outliers in ridge regression
• Detecting influential observations in Liu and modified Liu estimators
• Identifying local influential observations in Liu estimator
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model
• Local influence for Liu estimators in semiparametric linear models
• Local influence in multivariate elliptical linear regression models
• Local influence in measurement error models with ridge estimate
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Influence in the elliptical modified ridge regression
• scientific article; zbMATH DE number 759406 (Why is no real title available?)
• Local influence in seemingly unrelated regression model with ridge estimate
• Influence measures in ridge regression when the error terms follow an AR(1) process
• Influence measures in affine combination type regression
• New influence diagnostics in ridge regression
• Assessing influence on the Liu estimates in linear regression models
• Local regression for vector responses
• Influence analysis of ridge estimators in multivariate regression models with covariance matrix disturbances
• Assessing global influential observations in modified ridge regression
• Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
• Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models
• Local influence analysis for the ridge regression under stochastic linear restrictions
• Local influence diagnostics in the modified ridge regression
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
• Local sensitivity and diagnostic tests

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• alr3

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