Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Diagnostics for Regression with Finite-Order Autoregressive Disturbances

  • Lee, Young-Hoon (Department of Information Statistics, Kangnung National University) ;
  • Jeong, Dong-Bin (Department of Information Statistics, Kangnung National University) ;
  • Kim, Soon-Kwi (Department of Information Statistics, Kangnung National University)
  • Published : 2002.06.01
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Abstract

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

Keywords

References

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