An application of the local influence approach to ridge regression


Billor N., Loynes R.

JOURNAL OF APPLIED STATISTICS, cilt.26, ss.177-183, 1999 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 26 Konu: 2
  • Basım Tarihi: 1999
  • Doi Numarası: 10.1080/02664769922511
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayısı: ss.177-183

Özet

In this study, the method of local influence, which was introduced by Cook as a general tool for assessing the influence of local departures from the underlying assumptions, is applied to ridge regression, by defining the maximum pseudo-likelihood ridge estimator obtained using the augmentation approach, because this method is suitable for likelihood-based models. In addition, an alternative local influence approach suggested by Biller and Loynes is applied to ridge regression. A comparison of these approaches and an example are given.