Leverages and Influential Observations in a Regression Model with Autocorrelated Errors

DOI10.1080/03610926.2013.781646zbMath1329.62346OpenAlexW1992038491MaRDI QIDQ3462364

Tuğba Söküt Açar, M. Revan Özkale

Publication date: 5 January 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.781646

zbMATH Keywords

influencegeneralized least squares estimatorautocorrelated errorleverages

Mathematics Subject Classification ID

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

Related Items

Influence measures in ridge regression when the error terms follow an AR(1) process ⋮ Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

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