TY - JOUR
T1 - On local influence for elliptical linear models
AU - Liu, Shuangzhe
PY - 2000/4/1
Y1 - 2000/4/1
N2 - 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.
AB - 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.
KW - AMS Subject classification: 62J05
KW - Delta matrix
KW - Likelihood displacement
KW - matrix differential
KW - observed information matrix
KW - regression diagnostics
UR - http://www.scopus.com/inward/record.url?scp=0347607246&partnerID=8YFLogxK
U2 - 10.1007/BF02926104
DO - 10.1007/BF02926104
M3 - Article
AN - SCOPUS:0347607246
SN - 0932-5026
VL - 41
SP - 211
EP - 224
JO - Statistical Papers
JF - Statistical Papers
IS - 2
ER -