Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study a...
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Autor*in:	Açar, T. Söküt [verfasserIn] Özkale, M.R

Format:	Artikel
Sprache:	Englisch

Erschienen:	2016

Rechteinformationen:	Nutzungsrecht: © 2016 Informa UK Limited, trading as Taylor & Francis Group 2016

Schlagwörter:	62J05 Andrews-Pregibon statistic 62J07 multicollinearity autocorrelation Cook-Weisberg statistic 62J20 COVRATIO statistic leverages Monte Carlo simulation Confidence Statistics Economic models Regression analysis

Übergeordnetes Werk:	Enthalten in: Journal of applied statistics - Abingdon [u.a.] : Taylor & Francis, 1984, 43(2016), 15, Seite 2791-2812
Übergeordnetes Werk:	volume:43 ; year:2016 ; number:15 ; pages:2791-2812

Links:	Volltext Link aufrufen Link aufrufen

DOI / URN:	10.1080/02664763.2016.1144726

Katalog-ID:	OLC1984203282

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allfields	10.1080/02664763.2016.1144726 doi PQ20170301 (DE-627)OLC1984203282 (DE-599)GBVOLC1984203282 (PRQ)c2197-6bcce4685e0d970a04d7d5d623db7f985dad3ee26c9827b59cba99a6f9d263b40 (KEY)0020036020160000043001502791influencemeasuresbasedonconfidenceellipsoidsingene DE-627 ger DE-627 rakwb eng 510 DNB Açar, T. Söküt verfasserin aut Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors 2016 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics. Nutzungsrecht: © 2016 Informa UK Limited, trading as Taylor & Francis Group 2016 62J05 Andrews-Pregibon statistic 62J07 multicollinearity autocorrelation Cook-Weisberg statistic 62J20 COVRATIO statistic leverages Monte Carlo simulation Confidence Statistics Economic models Regression analysis Özkale, M.R oth Enthalten in Journal of applied statistics Abingdon [u.a.] : Taylor & Francis, 1984 43(2016), 15, Seite 2791-2812 (DE-627)130678848 (DE-600)882603-1 (DE-576)016221605 0266-4763 nnns volume:43 year:2016 number:15 pages:2791-2812 http://dx.doi.org/10.1080/02664763.2016.1144726 Volltext http://www.tandfonline.com/doi/abs/10.1080/02664763.2016.1144726 http://search.proquest.com/docview/1818405326 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT GBV_ILN_70 AR 43 2016 15 2791-2812
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title	Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
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title_sort	influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
title_auth	Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
abstract	In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.
abstractGer	In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.
abstract_unstemmed	In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.
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title_short	Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
url	http://dx.doi.org/10.1080/02664763.2016.1144726 http://www.tandfonline.com/doi/abs/10.1080/02664763.2016.1144726 http://search.proquest.com/docview/1818405326
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author2	Özkale, M.R
author2Str	Özkale, M.R
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doi_str	10.1080/02664763.2016.1144726
up_date	2024-07-03T23:34:12.675Z
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