On local influence for elliptical linear models |
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Authors: | Shuangzhe Liu |
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Affiliation: | 1. Institut für Statistik und ?konometrie, Universit?t Basel, Holbeinstra?e 12, 4051, Basel, Switzerland
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Abstract: | The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we
need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the
postulated model. Galea, Paula and Bolfarine (1997) has recently given the observed information matrix and the Delta matrix
for a scheme of scale perturbations and has assessed of local influence for elliptical linear regression models. In the present
paper, we consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations,
and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence
for these schemes and the implementation of the obtained results, we give an example. |
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Keywords: | Likelihood displacement observed information matrix Delta matrix regression diagnostics matrix differential |
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