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Influence diagnostics in gamma ridge regression model
Authors:Muhammad Amin  Muhammad Amanullah  Muhammad Aslam  Muhammad Qasim
Institution:1. Department of Statistics, University of Sargodha, Sargodha, Pakistan;2. Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan;3. Department of Statistics and Computer Science, University of Veterinary and Animal Sciences, Lahore, Pakistan
Abstract:In this article, we proposed some influence diagnostics for the gamma regression model (GRM) and the gamma ridge regression model (GRRM). We assess the impact of influential observations on the GRM and GRRM estimates by extending the work of Pregibon Logistic regression diagnostics. Ann Stat. 1981;9:705–724] and Walker and Birch Influence measures in ridge regression. Technometrics. 1988;30:221–227]. Comparison of both models is made and demonstrated with the help of a simulation study and a real data set. We report some momentous results in detecting the influential observations and their effects on the GRM and GRRM estimates.
Keywords:GRM  GRRM  influential observation  Pearson residuals  multicollinearity  ridge estimates
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