Influence diagnostics for elliptical multivariate linear regression models

José A. Díaz-García, Manuel Galea Rojas, VICTOR ELISEO LEIVA SANCHEZ

Research output: Contribution to journalArticlepeer-review

43 Scopus citations

Abstract

In this paper we present various diagnostic methods for elliptical multivariate regression models. We show that the expressions, and consequently the distribution of some usual standardized residuals, are invariant in the class of Elliptical models. This invariance is also verified for some influence measures of dropping observations, such as the Cook's distance. We also discuss the computation of the likelihood displacement as well as the normal curvature in the local influence method. An example with real data is given for illustration.

Original languageEnglish
Pages (from-to)625-641
Number of pages17
JournalCommunications in Statistics - Theory and Methods
Volume32
Issue number3
DOIs
StatePublished - 1 Mar 2003

Keywords

  • Elliptical distributions
  • Influence diagnostic
  • Local influence
  • Multivariate regression

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