Influence Diagnostics for Simultaneous Equations Models

DOI10.1111/1467-842X.00038MaRDI QIDQ4247973zbMATH OpenOpenAlexFDO

Authors Yuejen Zhao, Andy H. Lee

Publication date 9 November 1999

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00038

zbMATH Keywords

local influenceinfluence diagnosticsinfluential observations

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

Recommendations

• REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW
• Local and deletion diagnostic
• Theory and illustration of regression influence diagnostics
• Influence diagnostics in the Tobit censored response model

Cited in

(18)

• Influence diagnostics in constrained general linear models
• Influence diagnostics in a multivariate normal regression model with general parameterization
• Influence diagnostics in a vector autoregressive model
• Influence diagnostics in partially varying-coefficient models
• Assessing influence on the Liu estimates in linear regression models
• scientific article; zbMATH DE number 221450 (Why is no real title available?)
• Inference and local influence assessment in skew-normal null intercept measurement error model
• Influence diagnostics for the Grubbs's model
• Improved maximum-likelihood estimation in a regression model with general parametrization
• Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model
• The structural Sharpe model under \(t\)-distributions
• Influence analysis for the generalized Waring regression model
• Analysis of local influence in geostatistics using Student's \(t\)-distribution
• Influence diagnostics in the capital asset pricing model under elliptical distributions
• Influence diagnostics in Gaussian spatial linear models
• Local influence diagnostics in the modified ridge regression
• Local Influence in Comparative Calibration Models
• Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited

This page was built for publication: Influence Diagnostics for Simultaneous Equations Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4247973)