Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

DOI10.1080/02664763.2016.1144726OpenAlexW2340911972MaRDI QIDQ5138216

Tuğba Söküt Açar, M. Revan Özkale

Publication date: 3 December 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2016.1144726

zbMATH Keywords

autocorrelationmulticollinearityleveragesAndrews-Pregibon statisticcook-weisberg statisticCOVRATIO statistic

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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