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Author Liu, S.Z.; Leiva, V.; Ma, T.F.; Welsh, A.
Title Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions Type
Year 2016 Publication Statistical Methods And Applications Abbreviated Journal Stat. Method. Appl.
Volume 25 Issue 2 Pages 227-249
Keywords Information matrix; Local influence; Restricted least-squares estimator; Restricted maximum likelihood estimator
Abstract The local influence method has proven to be a useful and powerful tool for detecting influential observations on the estimation of model parameters. This method has been widely applied in different studies related to econometric and statistical modelling. We propose a methodology based on the Lagrange multiplier method with a linear penalty function to assess local influence in the possibly heteroskedastic linear regression model with exact restrictions. The restricted maximum likelihood estimators and information matrices are presented for the postulated model. Several perturbation schemes for the local influence method are investigated to identify potentially influential observations. Three real-world examples are included to illustrate and validate our methodology.
Address [Liu, Shuangzhe] Univ Canberra, Fac Educ Sci Technol & Math, Canberra, ACT 2601, Australia, Email: shuangzhe.liu@canberra.edu.au;
Corporate Author Thesis
Publisher Springer Heidelberg Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1618-2510 ISBN Medium
Area Expedition Conference
Notes WOS:000376996500004 Approved
Call Number UAI @ eduardo.moreno @ Serial 632
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