The Hat Matrix in Regression and ANOVA
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Publication:4153958
DOI10.2307/2683469zbMATH Open0375.62070OpenAlexW3125406841WikidataQ29396372 ScholiaQ29396372MaRDI QIDQ4153958FDOQ4153958
Authors: David C. Hoaglin, Roy E. Welsch
Publication date: 1978
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/1920
Cited In (87)
- A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm
- On maximizing detXtX
- Identifying multiple influential observations in linear regression
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
- Cressie and Read power-divergences as influence measures for logistic regression models
- Leverage and subset efficiencies in regression
- Bregman divergence to generalize Bayesian influence measures for data analysis
- A Classification of influence measures
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates
- Properties of selected subset diagnostics in regression
- Influence measure for the L1regression
- Influence diagnostics in Gaussian spatial linear models
- Factorial and response surface designs robust to missing observations
- Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance
- Cook's distance for generalized linear mixed models
- Optimal design and directional leverage with applications in differential equation models
- Inference and diagnostics in skew scale mixtures of normal regression models
- A note on the behaviour of augmented principal-component plots in regression
- Detection of collinearity- influential observations
- Adjusted variable plots for Cox's proportional hazards regression model
- Influence Measures Based on Cressie-Read Divergence Measures in Multivariate Linear Model
- Spectral embedding norm: looking deep into the spectrum of the graph Laplacian
- Estimative influence measures for the multivariate general linear model
- Diagnostics for nonlinear \(L_ p\)-norm estimation
- Detecting multiple outliers with an application to R \& D productivity
- The second order approximation to sample influence curve in canonical correlation analysis
- Efficient algorithms for CUR and interpolative matrix decompositions
- Sensitivity analysis in Gauss-Markov models
- On diagnostics in symmetrical nonlinear models
- The distribution of cook's d statistic
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms
- Leverage analysis for linear mixed models
- The hat matrix for smoothing splines
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
- Randomized approximation of the Gram matrix: exact computation and probabilistic bounds
- Robust smoothing of gridded data in one and higher dimensions with missing values
- Local influence on the ratio and Horvitz-Thompson estimators through the second order approach
- Influence diagnostics for censored regression models
- Alternative HAC covariance matrix estimators with improved finite sample properties
- Sensitivity analysis for predictor variables in the MSAE regression.
- Robust correlation scaled principal component regression
- Influence diagnostics in generalized symmetric linear models
- Diagnostics in some discrete choice models
- Prediction errors for penalized regressions based on generalized approximate message passing
- Influence diagnostics in elliptical spatial linear models
- A practical method for outlier detection in autoregressive time series modelling
- Asymptotic inference under heteroskedasticity of unknown form
- Residuals and leverages in the linear mixed measurement error models
- Diagnosing collinearity-influential observations
- Fast quantum algorithms for least squares regression and statistic leverage scores
- Local influence under parameter constraints
- An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics
- A robust method of estimation based on the MML estimators for a simple linear regression model
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- Fast quantum algorithms for least squares regression and statistic leverage scores
- Impact of simultaneous omission of a variable and an observation on a linear regression equation
- Adaptive strategies for solving parameterized systems using homotopy continuation
- Multiple outlier detection by evaluating redundancy contributions of observations
- Title not available (Why is that?)
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- A new measure of overall potential influence in linear regression
- On the robustness of the optimum balanced \(2^ m\) factorial designs of resolution V (given by Srivastava and Chopra) in the presence of outliers
- Bayesian analysis of outlier problems using divergence measures
- A distribution free method of detecting outliers in regression
- On the potential in the estimation of linear functions in regression
- Estimating Leverage Scores via Rank Revealing Methods and Randomization
- 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
- Identification of multiple high leverage points in logistic regression
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: a Monte Carlo evidence
- Diagnostics in Birnbaum-Saunders accelerated life models with an application to fatigue data
- Are robust estimators truly robust in practice
- A predictive leverage statistic for quantile regression with measurement errors
- Title not available (Why is that?)
- Conditioning of leverage scores and computation by QR decomposition
- Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity
- Accounting for outliers in optimal subsampling methods
- An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics
- Una caracterizacion aproximada de casos influyentes en multicolinealidad
- On the n-dimensional geometry of regression diagnostics
- Detecting influential observations using Liu estimator in linear mixed measurement error models
- Diagnostic measures for the restricted Liu estimator in linear measurement error models
- Simple graphs and bounds for the elements of the hat matrix
- Exact distribution of Hadi's \((H^2)\) influence measure and identification of potential outliers
- Influence measures in gamma modified ridge type estimator
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