한국신뢰성학회지:신뢰성응용연구 (Journal of Applied Reliability)
- 제3권2호
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- Pages.127-136
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- 2003
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- 1738-9895(pISSN)
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- 2733-8320(eISSN)
오차항이 MA(1) 과정을 따르는 회귀모형에서의 Leverage
Leverage in Regression Models with MA(1) Errors
초록
This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for
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