On local influence for elliptical linear models

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Abstract

The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the postulated model. Galea, Paula and Bolfarine (1997) has recently given the observed information matrix and the Delta matrix for a scheme of scale perturbations and has assessed of local influence for elliptical linear regression models. In the present paper, we consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations, and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence for these schemes and the implementation of the obtained results, we give an example.

Original languageEnglish
Pages (from-to)211-224
Number of pages14
JournalStatistical Papers
Volume41
Issue number2
DOIs
Publication statusPublished - 1 Apr 2000
Externally publishedYes

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