scientific article; zbMATH DE number 7314118

MaRDI QIDQ5151783zbMATH OpenFDO

Authors Didar A. Ali, H. Midi

Publication date 22 February 2021

Full work available at URL https://einspem.upm.edu.my/journal/fullpaper/vol14no3/11.%20Dahair%20&%20Habshah.pdf

zbMATH Keywords

autocorrelationbad leverage pointsCochrane-Orcutt-Prais-Winsten iterative method (COPW)good leverage pointshigh leverage points (HLPs)outliers

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model
• Leverage and cochrane-orcutt estimation in linear regression

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