On influence diagnostic in univariate elliptical linear regression models

Galea, Manuel; Paula, Gilberto A.; Uribe-Opazo, Miguel
January 2003
Statistical Papers;Jan2003, Vol. 44 Issue 1, p23
Academic Journal
Presents information on a study which assessed the local influence in univariate elliptical linear regression models. Symmetric continuous distributions; Description of the univariate elliptical linear model; Local influence on the likelihood displacement; Local influence on predictions.


Related Articles

  • Errors in Hedonic Modeling Regressions: Compound Indicator Variables and Omitted Variables. Rogers, Warren // Appraisal Journal;Apr2000, Vol. 68 Issue 2, p208 

    Presents a study which explored the errors in hedonic modeling regressions. Effect of the failure to introduce a potentially influential variable into a regression; Consequence of omitting the third variable in a regression analysis.

  • Nonparametric and semiparametric estimation: An analysis of multiproduct returns to scale. Moschini, Giancarlo // American Journal of Agricultural Economics;Aug90, Vol. 72 Issue 3, p589 

    Analysis the nonparametric and semiparametric regression models based on kernel density estimation. Application of the regression models to the analysis of returns to scale in dairy farms using a multioutput cost function; Development of semiparametric tests of constant returns to scale and...

  • Weighting and Deletion Approaches to Regression Diagnostics: A Comparison and an Extension. Rancel, M. Mercedes Suárez; Gonzáles Sierra, Miguel A. // Journal of Economic & Social Research;2000, Vol. 2 Issue 1, p85 

    A practical approach to influence analysis in statistical modelling is based on case weighting; Cook (1986) pioneered the idea and Billor and Loynes (1993) modified it. Cook's local influence was motivated by Cook's measure (1977), which is based on the local influence of observations on...

  • One Way To Moderate Ceiling Effects. Gunst, Richard F.; Barry, Thomas E. // Quality Progress;Oct2003, Vol. 36 Issue 10, p84 

    Focuses on ways to moderate ceiling effects in multiple regression models. Ways in which ceiling effects manifest themselves in regression coefficients; Assessment of interpretive difficulties with regression models; Use of more than one predictors in regression models; Overview of moderating...

  • Trading-day variation: Theory and implications for monthly meat demand. McNulty, Mark S.; Huffman, Wallace E. // American Journal of Agricultural Economics;Nov92, Vol. 74 Issue 4, p1003 

    Considers the problem of fitting regression models with data containing trading-day variation. Derivation of multiplicative and additive expressions for trading-day variation for monthly beef, chicken and pork demand in the United States; Multiplicative adjustment as statistically superior to...

  • Voter turnout: How much can we explain? Matsusaka, John G.; Palda, Filip // Public Choice;Mar1999, Vol. 98 Issue 3/4, p431 

    Evaluates the ability of common explanatory variables to predict the voters in Canada. Estimation of logit voting regressions; Effects of demographic variables on the probability of voting; Difficulty in explaining turnout; Support for the rational voter theory.

  • Autocorrelation: Problems and solutions in regression modeling. Wang, George C.S.; Akabay, Charles K. // Journal of Business Forecasting Methods & Systems;Winter94/95, Vol. 13 Issue 4, p18 

    Presents two examples demonstrating how autocorrelation affects forecast efficiency and how to handle it in regression modeling. Sources of autocorrelation; Consequences; Tests for autocorrelation; Dealing with autocorrelation; Model revision; Model evaluation.

  • Analysis of Home Mortgage Delinquency Rates. Ferguson, Jerry T.; Boehling, Mary V. // Appraisal Journal;Oct86, Vol. 54 Issue 4, p587 

    Examines trend in home mortgage delinquency rates from the mid-1960s to the mid-1980s. Emphasis on conventional home loans; Utilization of regression analysis to anticipate expected delinquency rates; Need for lenders to invest in the development of data for models tailored to their area of...

  • Modeling Household Fertility Decisions: Estimation and Testing of Censored Regression Models for Count Data. Caudill, Steven B.; Mixon Jr., Franklin G. // Empirical Economics;1995, Vol. 20 Issue 2, p183 

    This paper adds to the recent body of research on fertility by estimating and testing censored poisson regression models and censored negative binomial regression models of household fertility decisions. A novel feature of this study is that in each case the censoring threshold varies from...


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics