Local influence in measurement error models with ridge estimate

Authors:
A. R. Rasekh
Affiliations:
Department of Statistics, School of Mathematical Science and Computer, Ahwaz University, Ahwaz, Iran
Venue:
Computational Statistics & Data Analysis
Year:
2006

Citing 6
Cited 0

Robust regression and outlier detection

Robust regression and outlier detection
Sensitivity analysis in linear regression

Sensitivity analysis in linear regression
Influence measures in ridge regression

Technometrics
Assessing influence on predictions from generalized linear models

Technometrics
Measurement-error-model collinearities

Technometrics
Local influence in ridge regression

Computational Statistics & Data Analysis

Quantified Score

Hi-index	0.03

Visualization

Abstract

Ridge estimate has been suggested as an alternative to the maximum likelihood estimate in the presence of collinearity among the elements of unobservable values in measurement error models. This paper studies the local influence of minor perturbations on the ridge estimate in the measurement error model. The diagnostics under the perturbation of variance and explanatory variables are considered. The generalized local influence and Cook's statistic analogous to those given in ordinary linear regression are derived. An example of the Egyptian pottery data is analyzed for illustration.