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

DOI10.1080/03610918.2019.1634204OpenAlexW2953461236WikidataQ127596973 ScholiaQ127596973MaRDI QIDQ5086362

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 regressioncase deletionmulticollinearityCook's distancemodified ridge regressionPena's statistic

Mathematics Subject Classification ID

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

Cites Work

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• Detection of Influential Observation in Linear Regression
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Pena's statistic for the Liu regression
• New influence diagnostics in ridge regression
• Influence in the Elliptical Modified Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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