In this work, we consider the general linear model or its variants with the ordinary least squares, generalised least squares or restricted least squares estimators of the regression coefficients and variance. We propose a newly unified set of definitions for local sensitivity for both situations, one for the estimators of the regression coefficients, and the other for the estimators of the variance. Based on these definitions, we present the estimators' sensitivity results. We include brief remarks on possible links of these definitions and sensitivity results to local influence and other existing results.
|Title of host publication
|Special Matrices Topical Issue on Proceedings of the 24th International Workshop on Matrices and Statistics
|Jeffrey J Hunter, Simo Puntanen, Dietrich van Rosen
|Place of Publication
|Walter de Gruyter
|Number of pages
|Published - 2016
|24th Internatiopnal Workshop on Matrices and Statistics - Haikou, Haikou, China
Duration: 25 May 2015 → 28 May 2015
http://iwms2015.csp.escience.cn/dct/page/1 (Conference website)
|De Gruyter Open Ltd.
|24th Internatiopnal Workshop on Matrices and Statistics
|25/05/15 → 28/05/15