Influence Analysis of Generalized Least Squares Estimators

DOI10.2307/2288804zbMath0642.62035OpenAlexW4250341128MaRDI QIDQ3783379

James H. Ware, Thomas A. Louis, Victor de Gruttola

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

outliersgeneralized least squaresresidualsscore functionGLS estimationderivative influencedeletion influenceinitial ordinary least squaresleverage analysisMeasures of influencemultistage estimation proceduresthree-step estimator

Mathematics Subject Classification ID

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

Related Items (5)

Understanding Influence in Multivariate Regression ⋮ Local influence in multilevel regression for growth curves ⋮ Bayesian marginal influence assessment ⋮ Outliers detection in multivariate spatial linear models ⋮ Leverage, influence and residuals in regression models when observations are correlated

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