Local sensitivity and diagnostic tests

DOI10.1111/j.1368-423X.2007.00204.xzbMath1116.62078MaRDI QIDQ3594917

Jan R. Magnus, Andrey L. Vasnev

Publication date: 9 August 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (14)

Sensitivity analysis in linear models ⋮ Influence Assessment in an Heteroscedastic Errors-in-Variables Model ⋮ On estimation and diagnostics analysis in log-generalized gamma regression model for interval-censored data ⋮ Strategies for securing evidence through model criticism ⋮ Assessment of variance components in nonlinear mixed-effects elliptical models ⋮ Spatial system estimators for panel models: a sensitivity and simulation study ⋮ Sensitivity of GLS estimators in random effects models ⋮ The log-exponentiated Weibull regression model for interval-censored data ⋮ Variable selection In regression models using global sensitivity analysis ⋮ The determinants of cumulative endogeneity bias in multivariate analysis ⋮ Log-modified Weibull regression models with censored data: sensitivity and residual analysis ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ On the sensitivity of the one-sided \(t\) test to covariance misspecification ⋮ Robustness of Stein-type estimators under a non-scalar error covariance structure

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