Influence diagnostics for elliptical multivariate linear regression models

José A. Díaz-García, Manuel Galea Rojas, Víctor Leiva-Sánchez

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

50 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)625-641
Número de páginas17
PublicaciónCommunications in Statistics - Theory and Methods
Volumen32
N.º3
DOI
EstadoPublicada - mar. 2003
Publicado de forma externa

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