Volume : 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.

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Article: Download PDF    DOI : https://www.doi.org/10.36106/gjra  

Cite This Article:

Semra T�RKAN Analysis of Influential Observation for Ridge Estimator in Semiparametric Regression Global Journal For Research Analysis, Vol: 4, Issue: 10 October 2015

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