Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors


Acar T. , ÖZKALE ATICIOĞLU M. R.

JOURNAL OF APPLIED STATISTICS, vol.43, no.15, pp.2791-2812, 2016 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 43 Issue: 15
  • Publication Date: 2016
  • Doi Number: 10.1080/02664763.2016.1144726
  • Title of Journal : JOURNAL OF APPLIED STATISTICS
  • Page Numbers: pp.2791-2812

Abstract

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.