Influential diagnostics with Pena’s statistic for the modified ridge regression

DOI10.1080/03610918.2019.1634204MaRDI QIDQ5086362zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

ridge regressionmulticollinearitycase deletionCook's distancemodified ridge regressionPena's statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
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• scientific article; zbMATH DE number 7679366 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Assessing global influential observations in modified ridge regression
• Detection of Influential Observation in Linear Regression
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Good ridge estimators based on prior information
• Influence in the elliptical modified ridge regression
• Local influence diagnostics in the modified ridge regression
• Local influence in ridge regression
• New influence diagnostics in ridge regression
• On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
• Pena's statistic for the Liu regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust ridge estimator in restricted semiparametric regression models

Cited in

(1)

• Influence measures in gamma modified ridge type estimator

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