An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model

Local Influence Diagnostics in the Modified Ridge Regression

“…The only difference is that the modified ridge residuals, e i b which depend on the MREˆ b , are used instead of ridge regression residuals e * i . However, another similar form of (20) can also be found in Labra et al (2007).…”

“…But, this approach has some empirical and theoretical disadvantages; therefore, Billor and Loynes (1993) suggested a new local influence approach. Additional results on this approach and applications can be seen in Brown (1997), Billor and Loynes (1999), Rancel and Sierra (2001), Labra et al (2007), and Liu et al (2009).…”

“…For example, Billor and Loynes (1999) derived the MPL estimates in RR models under normal error. Labra et al (2007) presented the MPL estimates in the RR models with elliptical error distribution and Liu et al (2009) applied the MPL method in the linear regression models with certain stochastic linear restrictions on the parameters. Therefore, we can also use the MPL estimator for introducing local influence diagnostics in the MRR models.…”

Assessing local influence for elliptical linear models under equality constraints

“…Galea et al (1997) and Liu (2000) applied local influence methods to elliptical linear regression models to study the effect of local departures from model assumptions. Labra et al (2007) studied the local influence for the ridge estimator of the elliptical linear regression model. However, the local influence diagnostics for the parameter-constrained elliptical linear models are less developed.…”

Análise de influência na regressão em cristas

“…Além disso, podemos, também, meda a conüibuição individual de cada /. na inclinação máxima /.. Detectados pontos influentes, caso se decidida pela não eliminação das observações, sugerimos o uso das técnicas de agressão robusta em cristas, apresentadas no Capítulo 5.A elaboração de um programa pam o ajuste cristas Hlca como sugestão para um tmbalho futuro.Finalizando, gostaríamos ainda de destacar o recente artigo de Labra, Aoki eRaias (2007). Os autores propõem medidas de influência local para o estimador em cristas em modelos Guias erros têm distribuição elíptica.…”