Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure

DOI10.1016/0167-7152(92)90030-9zbMath0806.62056OpenAlexW2004138124MaRDI QIDQ1340903

Xi-Zhi Wu, Chih-Ling Tsai

Publication date: 16 February 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90030-9

zbMATH Keywords

first-order autoregressive errorsheteroscedastic error structurelocal influence approachsimultaneous permutationsweighted regression parameter estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (20)

Local influence in binary regression models, and its correspondence with global influence ⋮ Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors ⋮ Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions ⋮ A score test for detecting extreme values in a vector autoregressive model ⋮ Local influence in multilevel models ⋮ Influence measures in blocked designs of experiments with correlated errors ⋮ A note on influence diagnostics in AR(1) time series models ⋮ Influence diagnostics for the Grubbs's model ⋮ Influence analysis for count data based on generalized Poisson regression models ⋮ Local influence in measurement error models with ridge estimate ⋮ Influential observations in GARCH models ⋮ Diagnostics analysis in censored generalized Poisson regression model ⋮ Influence diagnostics for linear models with first-order autoregressive elliptical errors ⋮ Diagnostics in Nonlinear Negative Binomial Models ⋮ Influence diagnostics in a vector autoregressive model ⋮ Local Influence Diagnostics in the Modified Ridge Regression ⋮ Expected local influence in the normal linear regression model ⋮ Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors ⋮ Generalized Local Influence with Applications to Fish Stock Cohort Analysis ⋮ Local influence in ridge regression

Uses Software

• alr3

Cites Work

• Diagnostics for heteroscedasticity in regression
• Logistic regression diagnostics
• Diagnostics for Mixed-Model Analysis of Variance
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