Diagnostics for Autocorrelated Regression Models

DOI10.1111/1467-842X.00007MaRDI QIDQ4247984zbMATH OpenFDO

Authors Soon-Kwi Kim, Richard Huggins

Publication date 26 September 1999

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
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Cited in

(22)

• A score test for detecting extreme values in a vector autoregressive model
• Influence diagnostics for linear models with first-order autoregressive elliptical errors
• The diagnostic of \(m\) dimensional \(AR(p)\) models
• Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions
• Influence diagnostics in a vector autoregressive model
• Influential observations in GARCH models
• A note on influence diagnostics in AR(1) time series models
• Regression diagnostics in an autocorrelated model
• Influence diagnostics for censored regression models with autoregressive errors
• The diagnostics of \(m\) dimensional AR (1) models
• Using the Autodependogram in Model Diagnostic Checking
• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
• Influence measures in blocked designs of experiments with correlated errors
• Perturbation diagnostics of autocorrelation coefficients in nonlinear models with random effects and \(AR(1)\) errors
• Theory and illustration of regression influence diagnostics
• Leverages and influential observations in a regression model with autocorrelated errors
• A diagnostic for autocorrelation of the disturbances in regression models
• Model diagnostic tests for selecting informative correlation structure in correlated data
• Analysis of correlated Birnbaum-Saunders data based on estimating equations
• Influence diagnosis for nonlinear models with ARIMA(0,1,0) errors
• Diagnostics for a linear model with first-order autoregressive symmetrical errors
• Autocorrelation problem in the linear regression models with indicator variables

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