Influence diagnostics in a multivariate normal regression model with general parameterization |
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| Authors: | Alexandre G Patriota Artur J Lemonte Mário de Castro |
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| Institution: | 1. Departamento de Estatística, Universidade de São Paulo, Rua do Matão, 1010, São Paulo/SP, 05508-090, Brazil;2. Universidade de São Paulo, Instituto de Ciências Matemáticas e de Computação, Caixa Postal 668, 13560-970, São Carlos-SP, Brazil |
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| Abstract: | Patriota and Lemonte 24] introduced a quite general multivariate normal regression model. This model considers that the mean vector and the covariance matrix share the same vector of parameters. In this paper we present some influence assessment for this model, such as the local influence, total local influence of an individual and generalized leverage which are discussed. Additionally, the normal curvatures for local influence studies are derived under some perturbation schemes. |
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