Regressor space outliers in ridge regression

DOI10.1080/03610928608829333MaRDI QIDQ3753329zbMATH OpenOpenAlexFDO

Authors Bert M. Steece

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829333

zbMATH Keywords

outliersridge regressionleverageridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• New influence diagnostics in ridge regression
• Local influence in ridge regression
• scientific article; zbMATH DE number 801094
• Ridge Regression — 1980: Advances, Algorithms, and Applications
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Cites work

• Augmented Robust Estimators
• Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Latent Root Regression Analysis
• Robust Statistics

Cited in

(9)

• Fuzzy-weighted estimation in ridge regression analysis
• Detection of outliers and influential observations in regression analysis using stochastic prior information
• Local influence in measurement error models with ridge estimate
• Influence in the elliptical modified ridge regression
• Influence measures in ridge regression when the error terms follow an AR(1) process
• Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
• Assessing influence on the Liu estimates in linear regression models
• Local influence in ridge regression
• Outlier detection under multicollinearity

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