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

共 50 条

[31] Detection of Influential Observations in Spatial Regression Model Based on Outliers and Bad Leverage Classification
Baba, Ali Mohammed
Midi, Habshah
Adam, Mohd Bakri
Rahman, Nur Haizum Abd
[J]. SYMMETRY-BASEL, 2021, 13 (11):
[32] AN ALGORITHM FOR SEQUENTIAL ESTIMATION OF PARAMETERS OF A NONSTATIONARY REGRESSION-MODEL WITH ERRORS IN THE VARIABLES
KYUTS, RV
MIKOMYAGI, YA
RANDMA, RG
[J]. SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1989, 27 (06): : 146 - 156
[33] Multivariate Local Polynomial Regression With Autocorrelated Errors
Yang, Ke
[J]. ECONOMICS BULLETIN, 2012, 32 (04): : 3298 - 3305
[34] Revisiting simple linear regression with autocorrelated errors
Lee, J
Lund, R
[J]. BIOMETRIKA, 2004, 91 (01) : 240 - 245
[35] DYNAMIC PLOTS FOR DISPLAYING THE ROLES OF VARIABLES AND OBSERVATIONS IN REGRESSION-MODEL
KIM, SS
PARK, SH
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1995, 19 (04) : 401 - 418
[36] BAYESIAN-ANALYSIS OF REGRESSION-MODEL WITH AUTO-CORRELATED ERRORS
ZELLNER, A
TIAO, GC
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1964, 59 (307) : 763 - &
[37] A CORRECTED LIKELIHOOD RATIO STATISTIC FOR THE MULTIVARIATE REGRESSION-MODEL WITH ANTEDEPENDENT ERRORS
ALBERT, JM
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1992, 21 (07) : 1823 - 1843
[38] ESTIMATION IN A MULTIVARIATE ERRORS IN VARIABLES REGRESSION-MODEL - LARGE SAMPLE RESULTS
GLESER, LJ
[J]. ANNALS OF STATISTICS, 1981, 9 (01): : 24 - 44
[39] SOME ASPECTS OF ROBUSTNESS IN THE FUNCTIONAL ERRORS-IN-VARIABLES REGRESSION-MODEL
CARROLL, RJ
GALLO, PP
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1982, 11 (22): : 2573 - 2585
[40] PARAMETER-ESTIMATION IN A REGRESSION-MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
HWANG, SY
BASAWA, IV
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1993, 36 (01) : 57 - 67

← 1 2 3 4 5 →