Influence Diagnostics in the linear regression model with linear stochastic restrictions

Shuangzhe Liu, S. E. Ahmed, Liying Ma

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

In this paper, we use the local influence method introduced by Cook (1986) to
study for regression diagnostics in the linear model with stochastic linear restrictions. We assume normality and use a likelihood-based approach. We establish the
normal curvatures for identifying influencial observations under several schemes.
Original languageEnglish
Pages (from-to)647-662
Number of pages16
JournalPakistan Journal of Statistics
Volume25
Issue number4
Publication statusPublished - 2009

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Regression Diagnostics
Influence Diagnostics
Linear Restrictions
Local Influence
Linear Regression Model
Normality
Linear Model
Likelihood
Curvature
Restriction
Observation

Cite this

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Influence Diagnostics in the linear regression model with linear stochastic restrictions. / Liu, Shuangzhe; Ahmed, S. E. ; Ma, Liying.

In: Pakistan Journal of Statistics, Vol. 25, No. 4, 2009, p. 647-662.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Influence Diagnostics in the linear regression model with linear stochastic restrictions

AU - Liu, Shuangzhe

AU - Ahmed, S. E.

AU - Ma, Liying

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AB - In this paper, we use the local influence method introduced by Cook (1986) tostudy for regression diagnostics in the linear model with stochastic linear restrictions. We assume normality and use a likelihood-based approach. We establish thenormal curvatures for identifying influencial observations under several schemes.

M3 - Article

VL - 25

SP - 647

EP - 662

JO - Pakistan Journal of Statistics

JF - Pakistan Journal of Statistics

SN - 1012-9367

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