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Diagnostics for Autocorrelated Regression Models
Authors:Soon-Kwi Kim,&   Richard Huggins
Affiliation:Kangnung National University,;La Trobe University
Abstract:This paper discusses the local influence approach to the linear regression model with AR(1) errors. Diagnostics for the autocorrelation models and for the autocorrelation coefficient only are proposed and developed respectively, when simultaneous perturbations of the response vector are allowed. Furthermore, the direction of maximum curvature of local influence analysis is shown to be exactly the same as that in Tsai & Wu (1992) when only the autocorrelation coefficient is of special interest.
Keywords:Autocorrelation    observed information matrix    direction of maximum curvature.
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