Regressor space outliers in ridge regression

DOI10.1080/03610928608829333zbMath0612.62100OpenAlexW2009609129MaRDI QIDQ3753329

Bert M. Steece

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829333

zbMATH Keywords

outliersridge regressionleverageridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (9)

Influence measures in ridge regression when the error terms follow an AR(1) process ⋮ Fuzzy-weighted estimation in ridge regression analysis ⋮ Detection of outliers and influential observations in regression analysis using stochastic prior information ⋮ Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors ⋮ Outlier detection under multicollinearity ⋮ Local influence in measurement error models with ridge estimate ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Assessing Influence on the Liu Estimates in Linear Regression Models ⋮ Local influence in ridge regression

Cites Work

• Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
• Augmented Robust Estimators
• Latent Root Regression Analysis
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Robust Statistics

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