JOURNAL OF APPLIED STATISTICS, vol.43, no.15, pp.2791-2812, 2016 (SCI-Expanded)
Article / Article
JOURNAL OF APPLIED STATISTICS
Science Citation Index Expanded (SCI-EXPANDED), Scopus
Andrews-Pregibon statistic, autocorrelation, Cook-Weisberg statistic, COVRATIO statistic, leverages, multicollinearity, ESTIMATORS, OUTLIERS, LEVERAGE
Çanakkale Onsekiz Mart University Affiliated:
In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.