TY - JOUR
T1 - Influence diagnostics for elliptical multivariate linear regression models
AU - Díaz-García, José A.
AU - Rojas, Manuel Galea
AU - Leiva-Sánchez, Víctor
N1 - Funding Information:
This article was supported partially by the research project CONACYT-39017E, México, FONDECYT 1000424, Chile, and the research project DIPUV 33-2000, of the Universidad de Valparaíso-Chile. The authors also wish to express their gratitude to the referee for their helpful comments and to the editors. This article was written during J. A. Díaz-García’s stay as visiting professor at the Department of Statistics of the Universidad de Valparaíso, Chile.
PY - 2003/3
Y1 - 2003/3
N2 - 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.
AB - 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.
KW - Elliptical distributions
KW - Influence diagnostic
KW - Local influence
KW - Multivariate regression
UR - http://www.scopus.com/inward/record.url?scp=0037348819&partnerID=8YFLogxK
U2 - 10.1081/STA-120018555
DO - 10.1081/STA-120018555
M3 - Article
AN - SCOPUS:0037348819
SN - 0361-0926
VL - 32
SP - 625
EP - 641
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 3
ER -