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Author Leiva, V.; Liu, S.Z.; Shi, L.; Cysneiros, F.J.A. pdf  doi
  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 (down) 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:  
  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  
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