Journal of the Korean Data and Information Science Society
- Volume 6 Issue 1
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- Pages.63-71
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- 1995
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- 1598-9402(pISSN)
Diagnostic In Spline Regression Model With Heteroscedasticity
- Lee, In-Suk (Dept. Statistics, Kyungpook National University) ;
- Jung, Won-Tae (Dept. Statistics, Kyungpook National University) ;
- Jeong, Hye-Jeong (Dept. Computer Science and Statistics, Pierson University)
- Published : 1995.06.30
Abstract
We have consider the study of local influence for smoothing parameter estimates in spline regression model with heteroscedasticity. Practically, generalized cross-validation does not work well in the presence of heteroscedasticity. Thus we have proposed the local influence measure for generalized cross-validation estimates when errors are heteroscedastic. And we have examined effects of diagnostic by above measures through Hyperinflation data.
Keywords
- generalized cross validation;
- spline smoothing;
- local influence;
- smoothing parameter;
- heteroscedasticity;
- hat matrix