Assessing global influential observations in modified ridge regression

DOI10.1016/j.spl.2008.09.019zbMath1155.62051OpenAlexW1990946984MaRDI QIDQ1004270

Aboobacker Jahufer, Chen Jianbao

Publication date: 2 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.019

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

Related Items (17)

Influence measures in ridge regression when the error terms follow an AR(1) process ⋮ Logistic regression diagnostics in ridge regression ⋮ Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers ⋮ A modified ridge m-estimator for linear regression model with multicollinearity and outliers ⋮ Influential diagnostics with Pena’s statistic for the modified ridge regression ⋮ Influence diagnostics in gamma ridge regression model ⋮ Identifying local influential observations in Liu estimator ⋮ Detecting influential observations in Liu and modified Liu estimators ⋮ Influence measures in affine combination type regression ⋮ New influence diagnostics in ridge regression ⋮ Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Local influence for Liu estimators in semiparametric linear models ⋮ Pena's statistic for the Liu regression ⋮ Diagnostic tools in generalized Weibull linear regression models ⋮ Local Influence Diagnostics in the Modified Ridge Regression ⋮ Assessing Influence on the Liu Estimates in Linear Regression Models

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• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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