Influence in the Elliptical Modified Ridge Regression |
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| Authors: | M. Amanullah G. R. Pasha M. Aslam |
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| Affiliation: | 1. Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan;2. Sub Campus D. G. Khan, Bahauddin Zakariya University, Multan, Pakistan |
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| Abstract: | In this article, we present diagnostic methods for the modified ridge regression under elliptical model based on the pseudo-likelihood function. The maximum likelihood estimators of the parameters in the modified ridge elliptical model are given and local influence measures are developed. Finally, illustration of our methodology is given through a numerical example. |
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| Keywords: | Elliptical model Local influence Modified ridge regression Pseudo-likelihood |
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