Regression diagnostics in an autocorrelated model

MaRDI QIDQ367486zbMATHFDO

Authors Sugata Sen Roy, Sibnarayan Guria

Publication date 16 September 2013

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

autocorrelationregression diagnosticsautoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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Cited in

(6)

• A diagnostic for autocorrelation of the disturbances in regression models
• Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
• Autocorrelation problem in the linear regression models with indicator variables
• Influence measures in ridge regression when the error terms follow an AR(1) process
• Leverages and influential observations in a regression model with autocorrelated errors
• Linear models with correlated disturbances

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