Detecting influential observations in Liu and modified Liu estimators


Ertas H., Erisoglu M., KAÇIRANLAR S.

JOURNAL OF APPLIED STATISTICS, cilt.40, ss.1735-1745, 2013 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 40 Konu: 8
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1080/02664763.2013.794203
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayıları: ss.1735-1745

Özet

In regression, detecting anomalous observations is a significant step for model-building process. Various influence measures based on different motivational arguments are designed to measure the influence of observations through different aspects of various regression models. The presence of influential observations in the data is complicated by the existence of multicollinearity. The purpose of this paper is to assess the influence of observations in the Liu [9] and modified Liu [15] estimators by using the method of approximate case deletion formulas suggested by Walker and Birch [14]. A numerical example using a real data set used by Longley [10] and a Monte Carlo simulation are given to illustrate the theoretical results.

In regression, detecting anomalous observations is a significant step for model-building process. Various influence measures based on different motivational arguments are designed to measure the influence of observations through different aspects of various regression models. The presence of influential observations in the data is complicated by the existence of multicollinearity. The purpose of this paper is to assess the influence of observations in the Liu [9] and modified Liu [15] estimators by using the method of approximate case deletion formulas suggested by Walker and Birch [14]. A numerical example using a real data set used by Longley [10] and a Monte Carlo simulation are given to illustrate the theoretical results.