Case deletion diagnostics for GMM estimation
From MaRDI portal
Publication:1659492
DOI10.1016/j.csda.2015.10.003zbMath1468.62180OpenAlexW1836050369MaRDI QIDQ1659492
Jun Lu, Gemai Chen, Lei Shi, Jian-hua Zhao
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.10.003
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Diagnostics, and linear inference and regression (62J20)
Related Items
Local influence analysis for GMM estimation ⋮ Outlier detection and accommodation in meta-regression models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Efficient estimation of models for dynamic panel data
- Another look at the instrumental variable estimation of error-components models
- Deletion, replacement and mean-shift for diagnostics in linear mixed models
- Perturbation and scaled Cook's distance
- Case deletion diagnostics in multilevel models
- Logistic regression diagnostics
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Robust diagnostic regression analysis
- Local influence in multilevel regression for growth curves
- Stepwise local influence analysis
- Perturbation selection and influence measures in local influence analysis
- Local Influence for Incomplete Data Models
- Leverage, influence and residuals in regression models when observations are correlated
- Diagnostics for Mixed-Model Analysis of Variance
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Case-Deletion Diagnostics for Mixed Models
- Some Algebra and Geometry for Hierarchical Models, Applied to Diagnostics
- Conformal Normal Curvature and Assessment of Local Influence
- A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors
- Local influence in principal components analysis
- Influence Diagnostics for Linear Longitudinal Models
- Application of ‘Delete = Replace’ to Deletion Diagnostics for Variance Component Estimation in the Linear Mixed Model
- Panel Data Econometrics
- Influence Measures for General Linear Models With Correlated Errors
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Robust inference with GMM estimators