An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model |
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| Authors: | Filidor V Labra Francisco Rojas |
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| Institution: | 1. Departamento de Estatíastica , IMECC/UNICAMP , Campinas, Brazil;2. Departamento de Estatística , Ufscar, S?o Carlos, Brazil |
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| Abstract: | In this article, we study the effect of a minor perturbation on the ridge estimator considering the elliptical distribution for the errors. The necessary matrices for assessing the local influence under the perturbation of the explanatory variables and the scale matrix are derived. The Longley data is analyzed for illustration. |
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| Keywords: | Elliptical distributions Ill-conditioned matrix Local influence Multicollinearity Ridge regression |
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