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On local influence for elliptical linear models
Authors:Shuangzhe Liu
Institution:1. Institut für Statistik und ?konometrie, Universit?t Basel, Holbeinstra?e 12, 4051, Basel, Switzerland
Abstract:The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the postulated model. Galea, Paula and Bolfarine (1997) has recently given the observed information matrix and the Delta matrix for a scheme of scale perturbations and has assessed of local influence for elliptical linear regression models. In the present paper, we consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations, and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence for these schemes and the implementation of the obtained results, we give an example.
Keywords:Likelihood displacement  observed information matrix  Delta matrix  regression diagnostics  matrix differential
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