Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/54321
Type: Artigo de periódico
Title: An application of the local influence diagnostics to ridge regression under elliptical model
Author: Labra, FV
Aoki, R
Rojas, F
Abstract: In this article, we study the effect of a minor perturbation on the ridge estimator considering the elliptical distribution for the errors. The necessary matrices for assessing the local influence under the perturbation of the explanatory variables and the scale matrix are derived. The Longley data is analyzed for illustration.
Subject: elliptical distributions
ill-conditioned matrix
local influence
multicollinearity
ridge regression
Country: EUA
Editor: Taylor & Francis Inc
Rights: fechado
Identifier DOI: 10.1080/03610920601033892
Date Issue: 2007
Appears in Collections:Unicamp - Artigos e Outros Documentos

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