Influence measure based on probabilistic behavior of regression estimators

DOI10.1007/S00180-014-0524-ZMaRDI QIDQ736991zbMATH OpenOpenAlexFDO

Authors Myung Geun Kim

Publication date 5 August 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-014-0524-z

zbMATH Keywords

influencecovariance matrixCook's distanceeigen analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

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Cites work

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• An unbalanced jackknife
• Detection of Influential Observation in Linear Regression
• The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression

Cited in

(9)

• Influence Measures in Quantile Regression Models
• Rao distance as a measure of influence in the multivariate linear model
• High-dimensional influence measure
• The geometry of case deletion and the assessment of influence in nonlinear regression
• A unifying representation of some case-deletion influence measures in univariate and multivariate linear regression
• Influence contours in linear regression
• A diagnostic measure for influential observations in linear regression
• ASSESSMENT OF INFLUENCE OF INDIVIDUAL OBSERVATIONS ON PREDICTION MEAN SQUARE ERRORS IN VARIABLE SELECTION PROBLEMS
• The influence of deleting data on missing observations model

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