The influence function in the errors in variables problem
The paper deals with the problem of variance estimation of some parameter vector estimators in the model \(z_ i=u_ i+e_ i\), \(i=1,...,n\), where the components of \(u_ i\) are linearly related: \(u_{2i}=\alpha +\beta u_{1i}\); \(u_ i\), \(e_ i\) are i.i.d. variables and are independent; the ratio of error variances is known; the common distribution of \(z_ i\) admits fourth order moments. The influence function of an estimator is calculated and used to calculate its asymptotic covariance matrix. The connection with estimation in the linear regression model is considered. The behaviour of some classical estimators is investigated by Monte Carlo methods. A numerical example taken from the literature is used to illustrate the rôle of the influence function in detection of influential observations.
- Comparison between a measurement error model and a linear model without measurement error
- The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework
- Algebraic connections between the least squares and total least squares problems
- Robust estimation in the errors variables model via weighted likelihood estimating equations
- Robust weighted orthogonal regression in the errors-in-variables model
- A modified signed likelihood ratio test in elliptical structural models
- A variance shift model for detection of outliers in the linear measurement error model
- Influence function of correlation of several random vectors with its applications
- An influence statistic for linear measurement error models
- Influence diagnostics for the Grubbs's model
- A variance shift model for detection of outliers in the linear mixed measurement error models
- BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
- Robust Principal Components
- Standard and robust orthogonal regression
- On w-estimators of a linear functional relationship
- Inference and local influence assessment in skew-normal null intercept measurement error model
- Influence diagnostics for the structural errors-in-variables model under the Student-t distribution
- Descriptive tests for the identification of outliers in the errors in variables linear model
- Least Trimmed Squares Estimator in the Errors-in-Variables Model
- Diagnostics for generalized Poisson regression models with errors in variables
- scientific article; zbMATH DE number 66848 (Why is no real title available?)
- Local Influence in Comparative Calibration Models
- INFLUENCE FUNCTIONS IN FUNCTIONAL MEASUREMENT ERROR MODELS WITH REPLICATED DATA
- Outliers and influential observations in the structural errors-in-variables model
- scientific article; zbMATH DE number 1522724 (Why is no real title available?)
- A class of beta regression models with multiplicative log-normal measurement errors
- Detection of influential observations in functional errors-in-variables model
- Using Liu estimator for detection of influential observations in linear measurement error models
- Multiple cases deletion measures in linear measurement error models
- Diagnostic measures for the restricted Liu estimator in linear measurement error models
- Identification of influential observation in linear structural relationship model with known slope
- Influential observations in the functional measurement error model
- Estimators of Influence Function
- Multivariate measurement error models based on scale mixtures of the skew-normal distribution
- Bayesian estimation of regression parameters in elliptical measurement error models
- Robust estimation of a linear functional relationship
- Iteratively reweighted total least squares for PEIV model
- Bayesian inference for dependent elliptical measurement error models
- Inference in multivariate regression models with measurement errors
- Fast and robust estimation of the multivariate errors in variables model
- On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
- Local Influence in Regression Models with Measurement Errors and Censored Data Considering the Student–t Distribution
- Conformal normal curvature and detection of masked observations in multivariate null intercept measurement error models
- Diagnostics for partially linear measurement error models
- Anomaly detection in linear regression model with heteroscedastic errors using replicated measurements
- The estimation of calibration equations for variables with heteroscedastic measurement errors
- Higher-order asymptotic refinements in a multivariate regression model with general parameterization
- Local influence in measurement error models with ridge estimate
This page was built for publication: The influence function in the errors in variables problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q762861)
