Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions

DOI10.1007/S10260-015-0329-4zbMATH Open1368.62196OpenAlexW2198584659MaRDI QIDQ2013638FDOQ2013638

Authors: Shuangzhe Liu, Víctor Leiva, Alan H. Welsh, Tiefeng Ma 

Publication date: 8 August 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/108676

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zbMATH Keywords

information matrixlocal influencerestricted maximum likelihood estimatorrestricted least-squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Cites Work

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Cited In (18)

• Influential diagnostics with Pena’s statistic for the modified ridge regression
• Influence Diagnostics for Linear Longitudinal Models
• Influence Diagnostics on Testing Linear Hypothesis in Linear Models with Correlated Errors
• On a Tobit-Birnbaum-Saunders model with an application to medical data
• Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
• Influence diagnostics in possibly asymmetric circular-linear multivariate regression models
• Influence diagnostics in constrained general linear models
• Influence diagnostics in partially varying-coefficient models
• Influence Assessment in an Heteroscedastic Errors-in-Variables Model
• Influence Diagnostics for Correlated Binomial Regression Models: An Application to a Data Set on High-Cost Health Services Occurrence
• On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• A New Log-location Regression Model with Influence Diagnostics and Residual Analysis
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
• Diagnostics in multivariate generalized Birnbaum-Saunders regression models
• Generalized Tobit models: diagnostics and application in econometrics
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model

Uses Software

• AER

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