scientific article
From MaRDI portal
Publication:3938378
zbMath0479.62056MaRDI QIDQ3938378
Edwin Kuh, David A. Belsley, Roy E. Welsch
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018), Reply, A Note on Collinearity Diagnostics and Centering, Performance of the difference-based estimators in partially linear models, A Cross-Validation Statistical Framework for Asymmetric Data Integration, Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures, Impacts of logistics information on sales: Evidence from Alibaba, Revisiting the fragility of influence functions, Poisson regression diagnostics with ridge estimation, Quantum machine learning based on continuous variable single-photon states: an elementary foundation for quantum neural networks, Iterative learning control with discrete‐time nonlinear nonminimum phase models via stable inversion, Detecting influential data in multivariate survival models, Decentralized dynamic state estimation for multi-machine power systems with non-Gaussian noises: outlier detection and localization, Ridge-GME estimation in linear mixed models, Three-fold Fay-Herriot model for small area estimation and its diagnostics, Distributionally robust and generalizable inference, Robust correlation scaled principal component regression, A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data, Group least squares regression for linear models with strongly correlated predictor variables, Influence diagnostics on the coefficient of variation of elliptically contoured distributions, Leverage analysis for linear mixed models, Statistical issues in studying the relative importance of body mass index, waist circumference, waist hip ratio and waist stature ratio to predict type 2 diabetes, Unnamed Item, A generalized Q–Q plot for longitudinal data, Robust BCa–JaB method as a diagnostic tool for linear regression models, Detecting influential observations in Liu and modified Liu estimators, Influence measures in affine combination type regression, Identification of multiple high leverage points in logistic regression, A useful approach to identify the multicollinearity in the presence of outliers, Determination of the functional form of the relationship of covariates to the log hazard ratio in a Cox model, New influence diagnostics in ridge regression, Identification and classification of multiple outliers, high leverage points and influential observations in linear regression, Collinearity diagnostic applied in ridge estimation through the variance inflation factor, A new multicollinearity diagnostic for generalized linear models, Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors, Empirical likelihood inferences for varying coefficient partially nonlinear models, Difference-based matrix perturbation method for semi-parametric regression with multicollinearity, Local influence for elliptical partially varying-coefficient model, A New Foreperiod Effect on Intertrial Phase Coherence. Part I: Existence and Behavioral Relevance, A Generalized Diagonal Ridge-type Estimator in Linear Regression, Properties of selected subset diagnostics in regression, Robust Variable Selection With Exponential Squared Loss, Econometric applications of high-breakdown robust regression techniques, Sensitivity analysis in Gauss-Markov models, Collinearity diagnostics of binary logistic regression model, Generalized likelihood ratio tests for the structure of semiparametric additive models, Multi-step quantile regression tree, Residuals and leverages in the linear mixed measurement error models, Residual diagnostics for interpreting CUB models, Shrinkage and penalized estimation in semi-parametric models with multicollinear data, Multiple Influential Point Detection in High Dimensional Regression Spaces, Unnamed Item, Unnamed Item, Binary particle swarm optimization as a detection tool for influential subsets in linear regression, A new alternative estimation method for Liu-type logistic estimator via particle swarm optimization: an application to data of collapse of Turkish commercial banks during the Asian financial crisis, Robust nonparametric derivative estimator, Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018), Nonconcave penalized M-estimation for the least absolute relative errors model, Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm, Approximation quality for sorting rules., Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model, A continuum of principal component generalized linear regressions, Detection of autocorrelation-influential points by dynamic removal, Influence diagnostics in generalized symmetric linear models, Collinearity detection in linear regression models, M-regression, false discovery rates and outlier detection with application to genetic association studies, Cook's distance for generalized linear mixed models, Domain selection for the varying coefficient model via local polynomial regression, Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure, Local influence in multilevel regression for growth curves, Case-based reasoning: the search for similar solutions and identification of outliers, Variable projection for nonlinear least squares problems, A note on nitrogen fertilizer application timing, Multivariate orthogonal regression in astronomy, A unifying representation of some case-deletion influence measures in univariate and multivariate linear regression, Residuals in the growth curve model, Influential observation in the growth curve model with unstructured covariance matrix, A note on the computation of robust, bounded influence estimates and test statistics in regression, A simulation study on comparison of prediction methods when only a few components are relevant, Estimable group effects for strongly correlated variables in linear models, Classical and Bayesian aspects of robust unit root inference, Computational modeling of city formation, Sensitivity analysis of \(M\)-estimates, Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes, ARES plots for generalized linear models, On eigenvalues, case deletion and extremes in regression, Constrained center and range joint model for interval-valued symbolic data regression, A multi-row deletion diagnostic for influential observations in small-sample regressions, Regularized estimation for the least absolute relative error models with a diverging number of covariates, Case deletion diagnostics for GMM estimation, Local influence assessment in the growth curve model with unstructured covariance, Random deletion does not affect asymptotic normality or quadratic negligibility, Robustness to nonnormality of regression \(F\)-tests, On the choice between sample selection and two-part models, Generalized ridge and principal correlation estimator of the regression coefficient in growth curve model, A new multiple outliers identification method in linear regression, Elliptical linear mixed models with a covariate subject to measurement error, Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors, Estimation of variance components in linear mixed measurement error models, Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression, The empirics of economic growth for OECD countries: Some new findings, A note about the corrected VIF, Model selection via standard error adjusted adaptive Lasso, Quasi-beta longitudinal regression model applied to water quality index data, Peripheral diversity: transfers versus public goods, Semiparametric additive models under symmetric distributions, Combined regression models, Revision: variance inflation in regression, A note on the Cook's distance., Studentized autoregressive time series residuals, A variance shift model for detection of outliers in the linear mixed model, A diagnostic method for simultaneous feature selection and outlier identification in linear regression, Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models, A new measure for detecting influential DMUs in DEA, A statistical assessment of Buchanan's vote in Palm Beach county, Environmental efficiency with multiple environmentally detrimental variables; estimated with SFA and DEA, On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors, The distribution of residuals from a general elliptical linear model, Bayesian sensitivity analysis in elliptical linear regression models, Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models, A trade-level DEA model to evaluate relative performance of investment fund managers, Dimension reduction in nonparametric models of production, Sensitivity analysis in ordered and restricted parameter models, Influence diagnostics in partially varying-coefficient models, Multiple deletion diagnostics in beta regression models, A VIF-based optimization model to alleviate collinearity problems in multiple linear regression, Case influence diagnostics in the Kaplan-Meier estimator and the log-rank test, Working correlation structure selection in GEE analysis, A predictive view of Bayesian clustering, Shift outliers in linear inference, Proper measures of connectedness, Obtaining a threshold for the Stewart index and its extension to ridge regression, Approximate models and robust decisions, Connectedness versus diversification: two sides of the same coin, Multi-aspect renewable energy forecasting, Diagnostics for multivariate smoothing splines, New uses of DEA and statistical regressions for efficiency evaluation and estimation -- with an illustrative application to public secondary schools in Texas, Confronting collinearity in environmental regression models: evidence from world data, On the interpretation of inflated correlation path weights in concentration graphs, Spectral parameterization for linear mixed models applied to confounding of fixed effects by random effects, Outliers and influential observations in exponential random graph models, Efficient algorithms for block downdating of least squares solutions, Noncentralities induced in regression diagnostics, Outlier detection under star-contoured errors, Seeking outlying subsets under star-contoured errors, A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression, Diagnostic measures for kernel ridge regression on reproducing kernel Hilbert space, A diagnostic criterion for approximate factor structure, The generalised Mooney space for modelling the response of rubber-like materials, A decision rule for discarding principal components in regression, BACON: blocked adaptive computationally efficient outlier nominators., Local influence diagnostics with forward search in regression analysis, Efficient data reconciliation, A test of the conditional convergence hypothesis: Econometric evidence from African countries, Local influence in ridge regression, Case influence diagnostics in the lasso regression, Explicit influence analysis in two-treatment balanced crossover models, Influence diagnostics in semiparametric regression models., Modeling with a large class of unimodal multivariate distributions, Use of likelihood ratio tests to detect outliers under the variance shift outlier model, Improved estimation in elliptical linear mixed measurement error models, Regresion analysis with multicollinear predictor variables: definition, derection, and effects, Algorithms for estimating the parameters of factorisation machines, Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech, Ridge estimation in linear mixed measurement error models using generalized maximum entropy, Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting, Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals, Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor, Anomalies in the Foundations of Ridge Regression, Fuzzy-weighted estimation in ridge regression analysis, Optimum shrinkage parameter selection for ridge type estimator of Tobit model, Beyond CAPM: estimating the cost of equity considering idiosyncratic risks, Finance, inequality and the poor, Inclusion and exclusion of data or parameters in the general linear model, Statistical Distances and Their Role in Robustness, Variance Inflation Factor and Condition Number in multiple linear regression, High leverage points and vertical outliers resistant model selection in regression, Parameter estimation approaches to tackling measurement error and multicollinearity in ordinal probit models, Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective, Multiple cases deletion measures in linear measurement error models, Exact simulation-based inference: A survey, with additions, Median-of-means approach for repeated measures data, Multicollinearity in measurement error models, A test of harmful multicollinearity: A generalized ridge regression approach, Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve, Diagnostic techniques for the inverse Gaussian regression model, Local Influence Analysis in AB-BA Crossover Designs, On the Detection of Unusual Points in Regression, An imputation method for dealing with missing data in regression, Modified weighted squared error estimation procedures with special emphasis on the stable laws, A collinearity diagnostic for nonlinear regression, Unnamed Item, Identification of influential observation in linear structural relationship model with known slope, Influential diagnostics with Pena’s statistic for the modified ridge regression, The red indicator and corrected VIFs in generalized linear models, A multiple-case deletion approach for detecting influential points in high-dimensional regression, Identification of influential observations based on binary particle swarm optimization in the cox PH model, Regression diagnostics methods for Liu estimator under the general linear regression model, Contamination in linear regression models and its influence on estimators, Paring 3SLS calculations down to manageable proportions, Location of outliers in multiple regression using resampled values, On stablecoin price processes and arbitrage, Bayesian analysis of outlier problems using divergence measures, Influence diagnostics in gamma ridge regression model, Diagnostics of multiple group influential observations for logistic regression models, Optimal determination of the parameters of some biased estimators using genetic algorithm, Assessing influence on the estimated coefficients efficiency in a Cox regression model, Cluster-robust inference: a guide to empirical practice, Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors, Measuring the mobility impact on the COVID-19 pandemic, Influence diagnostics in the Gamma regression model with adjusted deviance residuals, Regression Diagnostic under Model Misspecification, Identification of multiple influential observations in logistic regression, Local influence in multilevel models, A robust diagnostic plot for explanatory variables under model mis-specification, Robust sequential designs for approximately linear models, Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions, Unnamed Item, The Influence Function and its Application to Data Validation, A New Measure of Leverage Cells in Multinomial Loglinear Models, Graphical Influence Diagnostics for Changepoint Models, The Use of Influence Functions for Outlier Detection and Data Editing, On a Principal Varying Coefficient Model, Missing regressor values under conditions of multicollinearity, MCVIS: A New Framework for Collinearity Discovery, Diagnostic, and Visualization, Liu-Type Logistic Estimator, Unnamed Item, Influential observations in view of design and inference, Descriptive tests for the identification of outliers in the errors in variables linear model, In search of statistically valid risk factors, Una caracterizacion aproximada de casos influyentes en multicolinealidad, The distribution of the residual from a general elliptical multivariate linear model, Analysis of customer lifetime value and marketing expenditure decisions through a Markovian-based model, Multiple outliers detection in sparse high-dimensional regression, Pena's statistic for the Liu regression, Influence diagnostics in constrained general linear models, Influence Analysis on Discriminant Coordinates, VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity, Influence Diagnostics for High-Dimensional Lasso Regression, Valid Inference Corrected for Outlier Removal, Local resistance in distributed lag models, A new measure of overall potential influence in linear regression, Robust versus classical detection of atypical data, A comparison of algorithms for forming the QR decomposition for use in regression, Privacy-Preserving Parametric Inference: A Case for Robust Statistics, A New Measure of Multicollinearity in Linear Regression Models, The asymptotic distribution of the F‐test statistic for individual effects, Partially adaptive robust estimation of regression models and applications, DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS, Robust regression:a weighted least squares approach, A practical guide to robust portfolio optimization, Testing in logistic regression models based on \(\phi\)-divergences measures, A novel information geometric approach to variable selection in MLP networks, A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix, A new class of generalized Bayes minimax ridge regression estimators, Assessing Influence on the Liu Estimates in Linear Regression Models, Measures and procedures for the identification of locally influential observations in linear regression, Influential observations i n the analysis of variance, Influence diagnostics in regression with complex designs through conditional bias, Cross-sector export `externalities' in developing countries, Combining regression diagnostics with simulation metamodels, Diagnostics for penalized least-squares estimators, The general problem of ill conditioning and its role in statistical analysis, Random group effects and the precision of regression estimates, The shooting S-estimator for robust regression, Influence measures in ridge regression when the error terms follow an AR(1) process, Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction, Outlier detection and accommodation in general spatial models, Centralized allocation of human resources. An application to public schools, Regression calibration for logistic regression with multiple surrogates for one exposure, Adjusted variable plots for Cox's proportional hazards regression model, Nonparametric regression using Bayesian variable selection, A clustering algorithm for identifying multiple outliers in linear regression., Regional concentration and efficiency in Mexican manufacturing, Estimation and inference for varying coefficient partially nonlinear models, Sensitivity analysis for ranked data, Influence diagnostic in ridge semiparametric models, Influence diagnostics in the varying coefficient model with longitudinal data, A note on collinearity, bootstrapping, and cross-validation, Identifying local influential observations in Liu estimator, Estimation of additive quantile regression, Bounded-influence estimators for the Tobit model, Application of the Moore-Penrose inverse of a data matrix in multiple regression, The accuracy of least squares calculations with the Cholesky algorithm, Diagnostics in logistic regression models, Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models, Regularized fuzzy clusterwise ridge regression, Detection of outliers in multilevel models, Iterative refinement of the singular-value decomposition solution to the regression equations, Sensitivity analysis of structural equation models with equality functional constraints, Dynamic plots for displaying the roles of variables and observations in regression model, Two-stage local M-estimation of additive models, Applications of the asymmetric eigenvalue problem techniques to robust testing, A robust method of estimation based on the MML estimators for a simple linear regression model, Effect of deleting an observation on the equality of the OLSE and BLUE, Case deletion diagnostics in multilevel models, Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations, Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited, Influence analyses of nonlinear mixed-effects models, The Frèchet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed, Generation of prediction optimal projection on latent factors by a stochastic search algorithm, Alternative computational formulae for generalized linear model diagnostics: identifying influential observations with SAS software, Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression, Data analysis using regression models with missing observations and long-memory: an application study, Tests for regression models with heteroskedasticity of unknown form, Identifying influential multinomial observations by perturbation, Local influence in measurement error models with ridge estimate, Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach, Cressie and Read power-divergences as influence measures for logistic regression models, New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank, On simultaneously identifying outliers and heteroscedasticity without specific form, Leverage and subset efficiencies in regression, Bayesian robot system identification with input and output noise, Optimal design and directional leverage with applications in differential equation models, Effects of collinearity on information about regression coefficients, Detecting multiple outliers with an application to R \& D productivity, Transformation of variables and the condition number in ridge estimation, Spatial variability in slash linear modeling with finite second moment, Local influence for Liu estimators in semiparametric linear models, The weighted ridge estimator in stochastic restricted linear measurement error models, Bayesian Bootstrap Spike-and-Slab LASSO, Assessing global influential observations in modified ridge regression, Subspace clustering of high-dimensional data: a predictive approach, Derived components regression using the BACON algorithm, Deletion measures for generalized linear mixed effects models, A SAS/IML software program for GEE and regression diagnostics, On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models, A consensus sampling technique for fast and robust model Fitting, The comparison between polynomial regression and orthogonal polynomial regression, Robust estimation of multivariate regression model, Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach, A graph approach to generate all possible regression submodels, Continuum redundancy-\textit{PLS} regression: a simple continuum approach, Assessing influence in Gaussian long-memory models, Robust model selection using fast and robust bootstrap, A stochastic restricted ridge regression estimator, A procedure for the detection of multivariate outliers., Difference based ridge and Liu type estimators in semiparametric regression models, Regularized generalized structured component analysis, Diagnostics for nonlinearity in generalized linear models., On multicollinearity and concurvity in some nonlinear multivariate models, Fuzzy ridge regression with fuzzy input and output, The mean-shift outlier model in general weighted regression and its applications., Stability of the inverse correlation matrix. Partial ridge regression, Recursive stability analysis of linear regression relationships. An exploratory methodology, Fréchet distance as a tool for diagnosing multivariate data, Multicollinear effects of weighted least squares regression, Linear restrictions and two step least squares with applications, Estimative influence measures for the multivariate general linear model, The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting, Impact of simultaneous omission of a variable and an observation on a linear regression equation, The four-measure influence plot, Diagnosing collinearity-influential observations, Bayesian regression diagnostics with applications to international consumption and income data, Elliptical insights: understanding statistical methods through elliptical geometry, The general linear model of the generalized singular value decomposition, Influence diagnostics in the Tobit censored response model, Influence diagnostics for censored regression models