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Influence Analysis of Constrained Regression Models

  • Published : 2007.08.31

Abstract

Cook's distance is generalized to the multiple linear regression with linear constraints on regression coefficients. It is used for identifying influential observations in constrained regression models. A numerical example is provided for illustration.

Keywords

References

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Cited by

  1. Influence diagnostics in constrained general linear models vol.45, pp.18, 2016, https://doi.org/10.1080/03610926.2014.942430