Diagnostics;
mean shift outlier model;
stochastic restricted Liu estimator;
outlier;
2-PARAMETER ESTIMATOR;
INFLUENTIAL OBSERVATIONS;
REGRESSION;
EFFICIENCY;
D O I:
10.1080/00949655.2022.2026355
中图分类号:
TP39 [计算机的应用];
学科分类号:
081203 ;
0835 ;
摘要:
This article concentrated on the diagnostics measures to identify outlier observations using the restricted Liu estimator (RLE) of the vector of parameters in linear measurement error models (LMEMs). To this end, the mean shift outlier model (MSOM) has been determined to detect outliers and the corrected score test statistic. Also, using the RLE, generalized leverage matrices were constructed to identify high-leverage observations. Furthermore, to identify the influential observations, different statistics that are single-case deletion methods are used based on RLE. Finally, a simulation study and a real example are provided to illustrate the performance of the influence measures.
机构:
Chongqing Univ Arts & Sci, Sch Math & Big Data, Chongqing 402160, Peoples R ChinaChongqing Univ Arts & Sci, Sch Math & Big Data, Chongqing 402160, Peoples R China