Abstract
Local influence is a method of sensitivity analysis for assessing the influence of small perturbations in a general statistical model. In the present paper, this popular method is applied to multivariate elliptical linear regression models. Several schemes of perturbation, including perturbations in case-weights, explanatory variables and response variables are considered. The observed information matrix under the postulated model and Delta matrices under the corresponding perturbed models are derived. Assessment of local influence is made.
| Original language | English |
|---|---|
| Pages (from-to) | 159-174 |
| Number of pages | 16 |
| Journal | Linear Algebra and Its Applications |
| Volume | 354 |
| Issue number | 1-3 |
| DOIs | |
| Publication status | Published - 15 Oct 2002 |
| Externally published | Yes |
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Local influence in multivariate elliptical linear regression models. / Liu, Shuangzhe.
In: Linear Algebra and Its Applications, Vol. 354, No. 1-3, 15.10.2002, p. 159-174.Research output: Contribution to journal › Article
TY - JOUR
T1 - Local influence in multivariate elliptical linear regression models
AU - Liu, Shuangzhe
PY - 2002/10/15
Y1 - 2002/10/15
N2 - Local influence is a method of sensitivity analysis for assessing the influence of small perturbations in a general statistical model. In the present paper, this popular method is applied to multivariate elliptical linear regression models. Several schemes of perturbation, including perturbations in case-weights, explanatory variables and response variables are considered. The observed information matrix under the postulated model and Delta matrices under the corresponding perturbed models are derived. Assessment of local influence is made.
AB - Local influence is a method of sensitivity analysis for assessing the influence of small perturbations in a general statistical model. In the present paper, this popular method is applied to multivariate elliptical linear regression models. Several schemes of perturbation, including perturbations in case-weights, explanatory variables and response variables are considered. The observed information matrix under the postulated model and Delta matrices under the corresponding perturbed models are derived. Assessment of local influence is made.
KW - Diagnostics
KW - Likelihood displacement
KW - Local influence
KW - Matrix differential
KW - Multivariate elliptical regression
UR - http://www.scopus.com/inward/record.url?scp=84971239675&partnerID=8YFLogxK
U2 - 10.1016/S0024-3795(01)00585-7
DO - 10.1016/S0024-3795(01)00585-7
M3 - Article
VL - 354
SP - 159
EP - 174
JO - Linear Algebra and Its Applications
JF - Linear Algebra and Its Applications
SN - 0024-3795
IS - 1-3
ER -