IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v44y2003i1p23-45.html
   My bibliography  Save this article

On influence diagnostic in univariate elliptical linear regression models

Author

Listed:
  • Manuel Galea
  • Gilberto Paula
  • Miguel Uribe-Opazo

Abstract

No abstract is available for this item.

Suggested Citation

  • Manuel Galea & Gilberto Paula & Miguel Uribe-Opazo, 2003. "On influence diagnostic in univariate elliptical linear regression models," Statistical Papers, Springer, vol. 44(1), pages 23-45, January.
    • Handle: RePEc:spr:stpapr:v:44:y:2003:i:1:p:23-45
    DOI: 10.1007/s00362-002-0132-9
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-002-0132-9
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-002-0132-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hong Gu & Wing Fung, 1998. "Assessing Local Influence in Canonical Correlation Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 755-772, December.
    2. Wing K. Fung & C. W. Kwan, 1997. "A Note on Local Influence Based on Normal Curvature," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 839-843.
    3. C. Kwan & W. Fung, 1998. "Assessing local influence for specific restricted likelihood: Application to factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 63(1), pages 35-46, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Germán Ibacache-Pulgar & Gilberto Paula & Francisco Cysneiros, 2013. "Semiparametric additive models under symmetric distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 103-121, March.
    2. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
    3. Roberto F. Manghi & Gilberto A. Paula & Francisco José A. Cysneiros, 2016. "On elliptical multilevel models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2150-2171, September.
    4. Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel, 2007. "Heteroscedastic symmetrical linear models," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1084-1090, June.
    5. Alcantara, Izabel Cristina & Cysneiros, Francisco José A., 2013. "Linear regression models with slash-elliptical errors," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 153-164.
    6. Michelli Barros & Manuel Galea & Víctor Leiva & Manoel Santos-Neto, 2018. "Generalized Tobit models: diagnostics and application in econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 145-167, January.
    7. Vinicius Q. S. Maior & Francisco José A. Cysneiros, 2018. "SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution," Statistical Papers, Springer, vol. 59(1), pages 75-97, March.
    8. Miguel Angel Uribe-Opazo & Joelmir Andr� Borssoi & Manuel Galea, 2012. "Influence diagnostics in Gaussian spatial linear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 615-630, July.
    9. Danilo Leal & Rodrigo Jiménez & Marco Riquelme & Víctor Leiva, 2023. "Elliptical Capital Asset Pricing Models: Formulation, Diagnostics, Case Study with Chilean Data, and Economic Rationale," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
    10. Jin-Guan Lin & Yan-Yong Zhao & Hong-Xia Wang, 2015. "Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(11), pages 2432-2448, November.
    11. Hanns de la Fuente-Mella & Rolando Rubilar & Karime Chahuán-Jiménez & Víctor Leiva, 2021. "Modeling COVID-19 Cases Statistically and Evaluating Their Effect on the Economy of Countries," Mathematics, MDPI, vol. 9(13), pages 1-13, July.
    12. Joelmir A. Borssoi & Gilberto A. Paula & Manuel Galea, 2020. "Elliptical linear mixed models with a covariate subject to measurement error," Statistical Papers, Springer, vol. 61(1), pages 31-69, February.
    13. Villegas, Cristian & Paula, Gilberto A. & Cysneiros, Francisco José A. & Galea, Manuel, 2013. "Influence diagnostics in generalized symmetric linear models," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 161-170.
    14. Xiaowen Dai & Libin Jin & Maozai Tian & Lei Shi, 2019. "Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity," Statistical Papers, Springer, vol. 60(5), pages 1423-1446, October.
    15. Francisco J. A. Cysneiros & Víctor Leiva & Shuangzhe Liu & Carolina Marchant & Paulo Scalco, 2019. "A Cobb–Douglas type model with stochastic restrictions: formulation, local influence diagnostics and data analytics in economics," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 1693-1719, July.
    16. Ibacache-Pulgar, Germán & Paula, Gilberto A., 2011. "Local influence for Student-t partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1462-1478, March.
    17. Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A., 2005. "On diagnostics in symmetrical nonlinear models," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 459-467, July.
    18. 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.
    19. Fernanda De Bastiani & Audrey Mariz de Aquino Cysneiros & Miguel Uribe-Opazo & Manuel Galea, 2015. "Influence diagnostics in elliptical spatial linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 322-340, June.
    20. Carlos Eduardo M. Relvas & Gilberto A. Paula, 2016. "Partially linear models with first-order autoregressive symmetric errors," Statistical Papers, Springer, vol. 57(3), pages 795-825, September.
    21. Chun-Zheng Cao & Jin-Guan Lin & Li-Xing Zhu, 2010. "Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors," Statistical Papers, Springer, vol. 51(4), pages 813-836, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ortega, Edwin M. M. & Bolfarine, Heleno & Paula, Gilberto A., 2003. "Influence diagnostics in generalized log-gamma regression models," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 165-186, February.
    2. Gu, Hong & Fung, Wing K., 2001. "Influence Diagnostics in Common Principal Components Analysis," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 275-294, November.
    3. Ortega, Edwin M.M. & Cordeiro, Gauss M. & Lemonte, Artur J., 2012. "A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 698-718.
    4. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
    5. 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.
    6. Víctor Lachos & Filidor Vilca & Manuel Galea, 2007. "Influence diagnostics for the Grubbs's model," Statistical Papers, Springer, vol. 48(3), pages 419-436, September.
    7. Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan, 2006. "Assessing local influence for nonlinear structural equation models with ignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1356-1377, March.
    8. Sik-Yum Lee & Liang Xu, 2003. "On local influence analysis of full information item factor models," Psychometrika, Springer;The Psychometric Society, vol. 68(3), pages 339-360, September.
    9. Lucia Santana & Filidor Vilca & V�ctor Leiva, 2011. "Influence analysis in skew-Birnbaum--Saunders regression models and applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1633-1649, July.
    10. Wei, Wen Hsiang, 2004. "Derivatives diagnostics and robustness for smoothing splines," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 335-356, June.
    11. Xu-Ping Zhong & Bo-Cheng Wei & Wing-Kam Fung, 2000. "Influence Analysis for Linear Measurement Error Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 367-379, June.
    12. Sik-Yum Lee & Nian-Sheng Tang, 2004. "Local influence analysis of nonlinear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 69(4), pages 573-592, December.
    13. 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.
    14. Manuel Galea & Patricia Giménez, 2019. "Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model," Statistical Papers, Springer, vol. 60(1), pages 293-312, February.
    15. 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.
    16. Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics.
    17. Hong Gu & Wing Fung, 1998. "Assessing Local Influence in Canonical Correlation Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 755-772, December.
    18. Andy Lee & John Yick & Yer Van Hui, 2001. "Sensitivity of the portmanteau statistic in time series modeling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 691-702.
    19. Hong Gu & Wing Fung, 2000. "Influence Diagnostics in the Common Canonical Variates Model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 753-766, December.
    20. Tanaka, Yutaka & Zhang, Fanghong & Mori, Yuichi, 2003. "Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 143-160, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:44:y:2003:i:1:p:23-45. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.