Sensitivity analysis in linear models

DOI10.1515/spma-2016-0021zbMath1341.62217OpenAlexW2387536269MaRDI QIDQ287610

Shuangzhe Liu, Yong Hui Liu, Tie-Feng Ma

Publication date: 23 May 2016

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2016-0021

zbMATH Keywords

maximum likelihoodleast squaressensitivity matrixelliptical distributionmixed estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items

Matrix derivatives and Kronecker products for the core and generalized core inverses ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local influence assessment in the growth curve model with unstructured covariance
• The sensitivity of OLS when the variance matrix is (partially) unknown
• Spatial system estimators for panel models: a sensitivity and simulation study
• Explicit influence analysis in two-treatment balanced crossover models
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Matrix Tricks for Linear Statistical Models
• Local sensitivity and diagnostic tests
• Regression Diagnostics for General Linear Regression Models
• Influential Observations in Linear Regression
• Sensitivity analysis of SAR estimators: a numerical approximation
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Influence diagnostics in a vector autoregressive model