DETECTION OF INFLUENTIAL OBSERVATIONS IN REGRESSION-MODEL WITH AUTOCORRELATED ERRORS

被引：4

作者：

HOSSAIN, A

机构：

[1] Department of Mathematics/ Computer Information Systems, Jacksonville University, Jacksonville, FL

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 03期

关键词：

Cook’s distance; Influence; intervention analysis; likelihood displacement; Welsch’s distance;

D O I：

10.1080/03610929008830246

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper attempts to provide some diagnostic statistics for identifying the influential observations in regression model with autocorrelated errors. The procedure developed based on likelihood function using the missing value technique. Two sets of data are considered to illustrate the method. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：1047 / 1060

页数：14

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