The Hat Matrix in Regression and ANOVA

Cited in

(92)

The hat matrix for smoothing splines
Estimative influence measures for the multivariate general linear model
Influence diagnostics for censored regression models
On the robustness of the optimum balanced 2^ m factorial designs of resolution V (given by Srivastava and Chopra) in the presence of outliers
Adjusted variable plots for Cox's proportional hazards regression model
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
A robust method of estimation based on the MML estimators for a simple linear regression model
Diagnostics in some discrete choice models
Sensitivity analysis for predictor variables in the MSAE regression.
Influence diagnostics in generalized symmetric linear models
Cook's distance for generalized linear mixed models
Factorial and response surface designs robust to missing observations
Alternative HAC covariance matrix estimators with improved finite sample properties
Diagnostics for nonlinear \(L_ p\)-norm estimation
An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics
Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten p-norms
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
The second order approximation to sample influence curve in canonical correlation analysis
A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm
Adaptive strategies for solving parameterized systems using homotopy continuation
Influence diagnostics in elliptical spatial linear models
Efficient algorithms for CUR and interpolative matrix decompositions
Local influence on the ratio and Horvitz-Thompson estimators through the second order approach
On diagnostics in symmetrical nonlinear models
A new measure of overall potential influence in linear regression
Are robust estimators truly robust in practice
Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
A Classification of influence measures
Una caracterizacion aproximada de casos influyentes en multicolinealidad
Influence Measures Based on Cressie-Read Divergence Measures in Multivariate Linear Model
Fast quantum algorithms for least squares regression and statistic leverage scores
A note on the behaviour of augmented principal-component plots in regression
Detection of collinearity- influential observations
An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics
Local influence under parameter constraints
Identifying multiple influential observations in linear regression
On the n-dimensional geometry of regression diagnostics
A distribution free method of detecting outliers in regression
On the potential in the estimation of linear functions in regression
On maximizing detX^tX
The distribution of cook's d statistic
Influence measure for the L₁regression
A predictive leverage statistic for quantile regression with measurement errors
Bayesian analysis of outlier problems using divergence measures
Simple graphs and bounds for the elements of the hat matrix
Estimating Leverage Scores via Rank Revealing Methods and Randomization
scientific article; zbMATH DE number 7626767 (Why is no real title available?)
Fast quantum algorithms for least squares regression and statistic leverage scores
Diagnostic measures for the restricted Liu estimator in linear measurement error models
Leverage analysis for linear mixed models
Influence diagnostics in Gaussian spatial linear models
Identification of multiple high leverage points in logistic regression
Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
Spectral embedding norm: looking deep into the spectrum of the graph Laplacian
Exact distribution of Hadi's \((H^2)\) influence measure and identification of potential outliers
Improved inference for the panel data model with unknown unit-specific heteroscedasticity: a Monte Carlo evidence
scientific article; zbMATH DE number 7164768 (Why is no real title available?)
Residuals and leverages in the linear mixed measurement error models
Inference and diagnostics in skew scale mixtures of normal regression models
Randomized approximation of the Gram matrix: exact computation and probabilistic bounds
Leverage and subset efficiencies in regression
Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity
Conditioning of leverage scores and computation by QR decomposition
Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance
Detecting multiple outliers with an application to R \& D productivity
Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
Prediction errors for penalized regressions based on generalized approximate message passing
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates
Properties of selected subset diagnostics in regression
Sensitivity analysis in Gauss-Markov models
Multiple outlier detection by evaluating redundancy contributions of observations
Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
Accounting for outliers in optimal subsampling methods
Robust correlation scaled principal component regression
Detecting influential observations using Liu estimator in linear mixed measurement error models
Influence measures in gamma modified ridge type estimator
Forbidden Knowledge and Specialized Training: A Versatile Solution for the Two Main Sources of Overfitting in Linear Regression
Crowdsourcing Utilizing Subgroup Structure of Latent Factor Modeling
Diagnostics in Birnbaum-Saunders accelerated life models with an application to fatigue data
A robust probabilistic framework for principal component regression: optimizing parameter identification and outlier detection via approximate Bayesian computation
Optimal subsampling from big datasets in presence of misspecification
Detection of influential observations for the regression model in the presence of multicollinearity: Theory and methods
Detecting interactions in high-dimensional data using cross leverage scores
Optimal design and directional leverage with applications in differential equation models
Surprising geometrical properties of high-dimension low-sample size data with devastating consequences for data analysis
Impact of simultaneous omission of a variable and an observation on a linear regression equation
Diagnosing collinearity-influential observations
Bregman divergence to generalize Bayesian influence measures for data analysis
Asymptotic inference under heteroskedasticity of unknown form
A practical method for outlier detection in autoregressive time series modelling
Cressie and Read power-divergences as influence measures for logistic regression models
Robust smoothing of gridded data in one and higher dimensions with missing values

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