Assessing Influence on the Liu Estimates in Linear Regression Models

作者：Ullah M A^*; Pasha G R; Aslam M

来源：Communications in Statistics - Theory and Methods, 2013, 42(17): 3100-3116.

DOI：10.1080/03610926.2011.620206

• Case deletion
• Collinearity
• Leverage
• Mean shift outlier model
• One-step approximation

The Liu estimator has been developed as an alternative to the ordinary least squares estimator in the presence of collinearity among the elements of regressors in linear regression models. We present the DFFITS and different versions of the Cook distance analogous to the ones given for the ordinary linear regression models of each individual observation on the Liu estimates. We suggest a version of the Cook distance based on one-step approximation. The mean shift outlier model for the Liu regression has also been investigated. Moreover, using the Sherman-Morrison-Woodbury theorem, we find approximate versions of the DFFITS and the Cook distance. The proposed diagnostics are evaluated on two data sets and yield promising results.

• 出版日期2013-9-2