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


Acar T. S. , Ozkale M. R.

JOURNAL OF APPLIED STATISTICS, cilt.43, ss.2791-2812, 2016 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 43 Konu: 15
  • Basım Tarihi: 2016
  • Doi Numarası: 10.1080/02664763.2016.1144726
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayıları: ss.2791-2812

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.