Local influence in ridge regression

DOI10.1016/S0167-9473(99)00019-5zbMath0990.62055MaRDI QIDQ1606508

R. Smith

Publication date: 29 July 2002

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

Mathematics Subject Classification ID

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

Related Items (28)

THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION ⋮ Influence diagnostics for robust P-splines using scale mixture of normal distributions ⋮ Local influence in multilevel regression for growth curves ⋮ Influence measures in ridge regression when the error terms follow an AR(1) process ⋮ Outlier Detection in Time Series Models Using Local Influence Method ⋮ Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models ⋮ Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions ⋮ Influential diagnostics with Pena’s statistic for the modified ridge regression ⋮ Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models ⋮ Identifying local influential observations in Liu estimator ⋮ Detecting influential observations in Liu and modified Liu estimators ⋮ Influence measures in affine combination type regression ⋮ Stepwise local influence in generalized autoregressive conditional heteroskedasticity models ⋮ New influence diagnostics in ridge regression ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Local influence in seemingly unrelated regression model with ridge estimate ⋮ Local influence in measurement error models with ridge estimate ⋮ Influence analysis with homogeneous linear restrictions ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Local sensitivity and diagnostic tests ⋮ Local influence for Liu estimators in semiparametric linear models ⋮ Assessing global influential observations in modified ridge regression ⋮ Pena's statistic for the Liu regression ⋮ Local influence in ridge semiparametric models ⋮ Local Influence Diagnostics in the Modified Ridge Regression ⋮ Local influence in multivariate elliptical linear regression models ⋮ An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model ⋮ Assessing Influence on the Liu Estimates in Linear Regression Models

Uses Software

• alr3

Cites Work

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