An application of the local influence approach to ridge regression

DOI10.1080/02664769922511zbMath1072.62608OpenAlexW2095454170MaRDI QIDQ4935546

R. M. Loynes, Nedret Billor

Publication date: 1999

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922511

Mathematics Subject Classification ID

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

Related Items (15)

Influence diagnostics for robust P-splines using scale mixture of normal distributions ⋮ REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW ⋮ Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions ⋮ Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions ⋮ Influence diagnostics in gamma ridge regression model ⋮ New influence diagnostics in ridge regression ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Local influence in seemingly unrelated regression model with ridge estimate ⋮ Generalized Tobit models: diagnostics and application in econometrics ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions ⋮ Local Influence Diagnostics in the Modified Ridge Regression ⋮ An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model ⋮ Assessing Influence on the Liu Estimates in Linear Regression Models

Cites Work

• Local influence: a new approach
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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