Influential diagnostics with Pena’s statistic for the modified ridge regression
DOI10.1080/03610918.2019.1634204OpenAlexW2953461236WikidataQ127596973 ScholiaQ127596973MaRDI QIDQ5086362FDOQ5086362
Authors: Muhammad Kashif, Muhammad Aman Ullah, Muhammad Aslam 
Publication date: 5 July 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1634204
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ridge regressionmulticollinearitycase deletionCook's distancemodified ridge regressionPena's statistic
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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- Detection of Influential Observation in Linear Regression
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
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- Good ridge estimators based on prior information
- Robust ridge estimator in restricted semiparametric regression models
- Local influence in ridge regression
- Assessing global influential observations in modified ridge regression
- Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
- Local influence diagnostics in the modified ridge regression
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- On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
- New influence diagnostics in ridge regression
- Pena's statistic for the Liu regression
- Influence in the elliptical modified ridge regression
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