Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

Acar T. S., Ozkale M. R.

JOURNAL OF APPLIED STATISTICS, vol.43, no.15, pp.2791-2812, 2016 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 43 Issue: 15
  • Publication Date: 2016
  • Doi Number: 10.1080/02664763.2016.1144726
  • Journal Name: JOURNAL OF APPLIED STATISTICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.2791-2812
  • Keywords: Andrews-Pregibon statistic, autocorrelation, Cook-Weisberg statistic, COVRATIO statistic, leverages, multicollinearity, ESTIMATORS, OUTLIERS, LEVERAGE
  • Çukurova University Affiliated: Yes

Abstract

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.