An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model

DOI10.1080/03610920601033892zbMath1118.62074OpenAlexW2023989934MaRDI QIDQ3436020

Francisco Rojas, Reiko Aoki, Filidor Vilca Labra

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601033892

zbMATH Keywords

ridge regressionill-conditioned matrixelliptical distributionslocal influencemultiple linear regressionmulticollinearity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

Related Items (6)

Influence diagnostics in gamma ridge regression model ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Assessing local influence for elliptical linear models under equality constraints ⋮ Local Influence Diagnostics in the Modified Ridge Regression ⋮ Local influence diagnostics with forward search in regression analysis

Cites Work

• Unnamed Item
• Local influence in ridge regression
• Detection of Influential Observation in Linear Regression
• Local influence: a new approach
• Local influence in principal components analysis
• An application of the local influence approach to ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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