Local Influence Diagnostics in the Modified Ridge Regression |
| |
| Authors: | M A Ullah G R Pasha M Aslam |
| |
| Institution: | 1. Department of Statistics , Bahauddin Zakariya University , Multan , Pakistan aman_stat@yahoo.com;3. Sub Campus D. G. Khan Bahauddin Zakariya University , Multan , Pakistan;4. Department of Statistics , Bahauddin Zakariya University , Multan , Pakistan |
| |
| Abstract: | Calculations of local influence curvatures have been well developed when the ordinary least squares method is applied. In this article, we discuss the assessment of local influence under the modified ridge regression. Using a pseudo-likelihood function, we express the normal curvatures of local influence for three useful perturbation schemes in interpretable forms. Two illustrative examples are analyzed by the methodology developed in the article. |
| |
| Keywords: | Local influence Modified ridge regression Perturbations Pseudo-likelihood |
|
|
