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MENUVolume : IV, Issue : X, October - 2015
Analysis of Influential Observation for Ridge Estimator in Semiparametric Regression
Semra T Rkan
Abstract :
The detection of infuential observations has attracted a great deal of attention in last few decades. Most of the ideas of determining infuential observations are based on single-case diagnostics with ith case deleted. The Cook‘s distance is most commonly used among the other single-case diagnostics and successfully applied to various statistical models. In this article, we propose Cook‘s distance for the ridge regression estimator of the parametric component in the semiparametric regression model to detect infuential observations. We investigate the performance of proposed diagnostic to detect infuential observations by using simulation data.
Keywords :
Semiparametric regression model Ridge regression estimator Cook‘s distance Infuential observations.
Article:
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DOI : https://www.doi.org/10.36106/gjra
Cite This Article:
Semra TÜRKAN Analysis of Influential Observation for Ridge Estimator in
Semiparametric Regression Global Journal For Research Analysis, Vol: 4, Issue: 10 October 2015
Number of Downloads : 381
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Semra TÜRKAN Analysis of Influential Observation for Ridge Estimator in Semiparametric Regression Global Journal For Research Analysis, Vol: 4, Issue: 10 October 2015
