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Influence diagnostics in the linear regression model with stochastic linear restrictions.

Author(s)
S. Liu Faculty of Information Sciences & Engineering, University of Canberra, Canberra, Australia
S. E. Ahmed Department of Mathematics & Statistics, University of Windsor, Windsor, Canada
L. Y. Ma College of Economics & Management, Dalian Nationalities University, Dalian, China
Abstract
In this paper, we use the local influence method introduced by Cook (1986) to study for regression diagnostics in the linear model with stochastic linear restrictions. We assume normality and use a likelihood-based approach. We establish the normal curvatures for identifying influential observations under several schemes.
Publication Details
Page(s) 647-662
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 25, Issue: 4, Year: 2009

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