Local influence in multivariate elliptical linear regression models

Research output: Contribution to journalArticle

28 Citations (Scopus)

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 languageEnglish
Pages (from-to)159-174
Number of pages16
JournalLinear Algebra and Its Applications
Volume354
Issue number1-3
DOIs
Publication statusPublished - 15 Oct 2002
Externally publishedYes

Fingerprint

Local Influence
Linear Regression Model
Linear regression
Observed Information
Perturbation
Information Matrix
Small Perturbations
Statistical Model
Sensitivity Analysis
Sensitivity analysis
Model
Influence

Cite this

@article{03a6bd72808749e089906aa924740a1f,
title = "Local influence in multivariate elliptical linear regression models",
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.",
keywords = "Diagnostics, Likelihood displacement, Local influence, Matrix differential, Multivariate elliptical regression",
author = "Shuangzhe Liu",
year = "2002",
month = "10",
day = "15",
doi = "10.1016/S0024-3795(01)00585-7",
language = "English",
volume = "354",
pages = "159--174",
journal = "Linear Algebra and Its Applications",
issn = "0024-3795",
publisher = "Elsevier Inc.",
number = "1-3",

}

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 journalArticle

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 -