Leverages and Influential Observations in a Regression Model with Autocorrelated Errors

DOI10.1080/03610926.2013.781646zbMath1329.62346MaRDI QIDQ3462364

Tuğba Söküt Açar, M. Revan Özkale

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.781646

zbMATH Keywords

influence; generalized least squares estimator; autocorrelated error; leverages

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J20: Diagnostics, and linear inference and regression

Related Items

Regression diagnostics methods for Liu estimator under the general linear regression model, Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors, Influence measures in ridge regression when the error terms follow an AR(1) process

Cites Work

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