Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지
DOI QR코드

DOI QR Code

Cook-Type Influence Measure in Constrained Regression Models

  • Published : 2008.03.30
Download PDF
⟨ Previous Next ⟩

Abstract

A Cook-type distance is considered for investigating the influence of observations in constrained regression models. Its exact sampling distribution is derived, which is used for judging whether each observation is influential or not. A numerical example is provided for illustration.

Keywords

References

  1. Brownlee, K. A. (1965). Statistical Theory and Methodology in Science and Engineering. 2nd ed., John Wiley & Sons, New York
  2. Chatterjee, S. and Hadi, A. S. (1988). Sensitivity Analysis in Linear Regression. John Wiley & Sons, New York
  3. Cook, R. D. (1977). Detection of in°uential observations in linear regression. Technometrics, 19, 15-18 https://doi.org/10.2307/1268249
  4. Cook, R. D. and Weisberg, S. (1982). Residuals and Influence in Regression. Chapman & Hall/CRC, New York
  5. Kim, M. G. (1998). Local influence on a test of linear hypothesis in multiple regression models. Journal of Applied Statistics, 25, 145-152 https://doi.org/10.1080/02664769823377
  6. Kim, M. G. (2007). influence analysis of constrained regression model. The Korean Communications in Statistics, 14, 281-286 https://doi.org/10.5351/CKSS.2007.14.2.281
  7. Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Multivariate Analysis. Academic Press, London
  8. Rohatgi, V. K. (1976). An Introduction to Probability Theory and Mathematical Statistics. John Wiley & Sons, New York
  9. Searle, S. R. (1971). Linear Models. John Wiley & Sons, New York