• International Area Studies Review
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• v.13 no.2
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• pp.89-115
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• 2009

By measuring the consumption risk sharing for the EU regions, we evaluate the performance of various risk sharing channels for the EU. We identify which countries are likely to form the highest risk sharing group among the EU regions by using the DFFITS and DFBETAS diagnostics derived in a statistical regression. Our finding suggests that most western European countries seem to display homogeneous degree of risk sharing. In addition, our result confirms that high risk sharing regions as well as low risk sharing regions are mainly located in many eastern European countries that joined the EU later than western European countries, and implies that the EU members are still dichotomized at large in terms of consumption risk sharing.

• Journal of Korean Society for Quality Management
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• v.23 no.4
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• pp.58-63
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• 1995

To access the quality of a fit to a set of data it is always useful to conduct a posteriori analysis involving the examination of residuals, detection of influential data values, etc. Smoothing splines are a type of nonparametric regression estimators for the diagnostic problem. And leverage value, Cook's distance, and DFFITS are used for detecting influential data. Since high leverage points will always have small residuals, the new diagnostic measures including of properties of leverage and residuals are needed. In this paper, we propose FVARATIO version as diagnostic measure in nonparametric regression. Also we consider the rough bound as analogy with linear regression case.