Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
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Publication:5138216
DOI10.1080/02664763.2016.1144726MaRDI QIDQ5138216
Tuğba Söküt Açar, M. Revan Özkale
Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1144726
autocorrelation; multicollinearity; leverages; Andrews-Pregibon statistic; cook-weisberg statistic; COVRATIO statistic
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62J20: Diagnostics, and linear inference and regression
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