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Local influence in ridge regression

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  • Shi, Lei
  • Wang, Xueren

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  • Shi, Lei & Wang, Xueren, 1999. "Local influence in ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 341-353, September.
    • Handle: RePEc:eee:csdana:v:31:y:1999:i:3:p:341-353
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    References listed on IDEAS

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    1. Tsai, Chih-Ling & Wu, Xizhi, 1992. "Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure," Statistics & Probability Letters, Elsevier, vol. 14(3), pages 247-252, June.
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    Cited by:

    1. Jahufer, Aboobacker & Jianbao, Chen, 2009. "Assessing global influential observations in modified ridge regression," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 513-518, February.
    2. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    3. Aboobacker Jahufer & Jianbao Chen, 2012. "Identifying local influential observations in Liu estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 425-438, April.
    4. Shi, Lei & Ojeda, Mario Miguel, 2004. "Local influence in multilevel regression for growth curves," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 282-304, November.
    5. Vasconcellos, Klaus L.P. & Zea Fernandez, L.M., 2009. "Influence analysis with homogeneous linear restrictions," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3787-3794, September.
    6. Hadi Emami, 2018. "Local influence for Liu estimators in semiparametric linear models," Statistical Papers, Springer, vol. 59(2), pages 529-544, June.
    7. Lei Shi & Md. Mostafizur Rahman & Wen Gan & Jianhua Zhao, 2015. "Stepwise local influence in generalized autoregressive conditional heteroskedasticity models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 428-444, February.
    8. Qingming Zou & Zhongyi Zhu & Jinglong Wang, 2009. "Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 905-918, December.
    9. Víctor Leiva & Shuangzhe Liu & Lei Shi & Francisco José A. Cysneiros, 2016. "Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(4), pages 627-642, March.
    10. Rasekh, A.R., 2006. "Local influence in measurement error models with ridge estimate," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2822-2834, June.
    11. Hernán Rubio & Luis Firinguetti, 2002. "The Distribution of Stochastic Shrinkage Parameters in Ridge Regression," Working Papers Central Bank of Chile 137, Central Bank of Chile.
    12. Hadi Emami & Mostafa Emami, 2016. "New influence diagnostics in ridge regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(3), pages 476-489, March.
    13. Vasnev, A.L., 2006. "Local sensitivity in econometrics," Other publications TiSEM 789cc7a5-57da-4c5c-b5af-2, Tilburg University, School of Economics and Management.

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