Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
JOURNAL OF APPLIED STATISTICS, cilt.43, sa.15, ss.2791-2812, 2016 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 43 Sayı: 15
- Basım Tarihi: 2016
- Doi Numarası: 10.1080/02664763.2016.1144726
- Dergi Adı: JOURNAL OF APPLIED STATISTICS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.2791-2812
- Anahtar Kelimeler: Andrews-Pregibon statistic, autocorrelation, Cook-Weisberg statistic, COVRATIO statistic, leverages, multicollinearity, ESTIMATORS, OUTLIERS, LEVERAGE
- Çukurova Üniversitesi Adresli: Evet
Özet
In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.