| |
Record |
Links |
|
Author |
Leiva, V.; Liu, S.Z.; Shi, L.; Cysneiros, F.J.A. |
|
| |
Title |
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics |
Type |
|
| |
Year |
2016 |
Publication |
Journal Of Applied Statistics |
Abbreviated Journal |
J. Appl. Stat. |
|
| |
Volume  |
43 |
Issue |
4 |
Pages |
627-642 |
|
| |
Keywords |
computational statistics; elliptically contoured distributions; generalized least squares; local influence method; maximum-likelihood method; mixed estimation |
|
| |
Abstract |
We propose an influence diagnostic methodology for linear regression models with stochastic restrictions and errors following elliptically contoured distributions. We study how a perturbation may impact on the mixed estimation procedure of parameters in the model. Normal curvatures and slopes for assessing influence under usual schemes are derived, including perturbations of case-weight, response variable, and explanatory variable. Simulations are conducted to evaluate the performance of the proposed methodology. An example with real-world economy data is presented as an illustration. |
|
| |
Address |
[Leiva, Victor] Univ Adolfo Ibanez, Fac Sci & Engn, Vina Del Mar, Chile, Email: victorleivasanchez@gmail.com |
|
| |
Corporate Author |
|
Thesis |
|
|
| |
Publisher |
Taylor & Francis Ltd |
Place of Publication |
|
Editor |
|
|
| |
Language |
English |
Summary Language |
|
Original Title |
|
|
| |
Series Editor |
|
Series Title |
|
Abbreviated Series Title |
|
|
| |
Series Volume |
|
Series Issue |
|
Edition |
|
|
| |
ISSN |
0266-4763 |
ISBN |
|
Medium |
|
|
| |
Area |
|
Expedition |
|
Conference |
|
|
| |
Notes |
WOS:000368584400003 |
Approved |
|
|
| |
Call Number |
UAI @ eduardo.moreno @ |
Serial |
575 |
|
| Permanent link to this record |
