We propose an influence diagnostic methodology for linear regression models with stochastic restrictions and errors following elliptically contoured distributions. We study how a perturbation may impact on the mixed estimation procedure of parameters in the model. Normal curvatures and slopes for assessing influence under usual schemes are derived, including perturbations of case-weight, response variable, and explanatory variable. Simulations are conducted to evaluate the performance of the proposed methodology. An example with real-world economy data is presented as an illustration.
Leiva, V., LIU, S., Shi, L., & Cysneiros, F. (2016). Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics. Journal of Applied Statistics, 43(4), 627-642. https://doi.org/10.1080/02664763.2015.1072140