Local influence in ridge regression

DOI10.1016/S0167-9473(99)00019-5zbMATH Open0990.62055MaRDI QIDQ1606508FDOQ1606508

Authors: R. Smith 

Publication date: 29 July 2002

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

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• An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model
• Local influence analysis for the ridge regression under stochastic linear restrictions
• Local influence in measurement error models with ridge estimate
• New influence diagnostics in ridge regression
• Local influence in seemingly unrelated regression model with ridge estimate

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (33)

• Influential diagnostics with Pena’s statistic for the modified ridge regression
• Pena's statistic for the Liu regression
• Local influence in multilevel regression for growth curves
• 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
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Local influence in measurement error models with ridge estimate
• Influence in the elliptical modified ridge regression
• Title not available (Why is that?)
• Local influence in seemingly unrelated regression model with ridge estimate
• Influence measures in affine combination type regression
• Influence measures in ridge regression when the error terms follow an AR(1) process
• 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
• Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• Local sensitivity and diagnostic tests
• Local influence in ridge semiparametric models

Uses Software

• alr3

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