SENSITIVITY ANALYSIS IN LINEAR REGRESSION
SENSITIVITY ANALYSIS IN LINEAR REGRESSION
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DOI：
10.1002/9780470316764
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发表时间：
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期刊：
影响因子：
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通讯作者：
J. A. Díaz-García;G. González-Farías;V. Alvarado-Castro
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文献类型：
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作者：
J. A. Díaz-García;G. González-Farías;V. Alvarado-Castro
基于多元线性回归模型，我们提出了几个推广的多元经典和修改的库克距离，以检测一个或多个有影响力的意见，包括估计的回归参数的线性变换的情况下。对于这些距离，我们推导出精确的分布，并指出了一种方法来扩展计算精确分布的其他几个指标在文献中，单变量和多变量的情况下。结果被推广到椭圆族不下的正态性假设。一个应用程序，以说明该方法。
Based on a multivariate linear regression model, we propose several generalizations to the multivariate classical and modified Cook’s distances in order to detect one or more of influential observations including the case of linear transformations of the estimated regression parameter. For those distances, we derived the exact distributions and point out a method to extend the calculation of exact distributions for several other metrics available in the literature, for the univariate and multivariate cases. The results are extended to elliptical families not under the assumption of normality. An application is described in order to exemplify the methodology.