Influence Analysis of Generalized Least Squares Estimators

DOI10.2307/2288804MaRDI QIDQ3783379zbMATH OpenOpenAlexFDO

Authors James H. Ware, Thomas A. Louis, Victor G. DeGruttola

Publication date 1987

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2288804

zbMATH Keywords

outliersresidualsscore functiongeneralized least squaresGLS estimationderivative influencedeletion influenceinitial ordinary least squaresleverage analysisMeasures of influencemultistage estimation proceduresthree-step estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cited in

(11)

• Local influence in multilevel regression for growth curves
• Understanding Influence in Multivariate Regression
• Leverage, influence and residuals in regression models when observations are correlated
• Estimative influence measures for the multivariate general linear model
• Global Sensitivity Results for Generalized Least Squares Estimates
• Influence function analysis for partial least squares with uncorrelated components
• Bayesian marginal influence assessment
• Influence analysis for the generalized Waring regression model
• Generalized Leverage and its Applications
• Outliers detection in multivariate spatial linear models
• Influence function analysis applied to partial least squares

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