On local influence for elliptical linear models

被引:0
|
作者
Shuangzhe Liu
机构
[1] Universität Basel,Institut für Statistik und Ökonometrie
来源
Statistical Papers | 2000年 / 41卷
关键词
Likelihood displacement; observed information matrix; Delta matrix; regression diagnostics; matrix differential; 62J05;
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中图分类号
学科分类号
摘要
The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the postulated model. Galea, Paula and Bolfarine (1997) has recently given the observed information matrix and the Delta matrix for a scheme of scale perturbations and has assessed of local influence for elliptical linear regression models. In the present paper, we consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations, and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence for these schemes and the implementation of the obtained results, we give an example.
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页码:211 / 224
页数:13
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