Skip to main content
padlock icon - secure page this page is secure

Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics

Buy Article:

$61.00 + tax (Refund Policy)

We propose an influence diagnostic methodology for linear regression models with stochastic restrictions and errors following elliptically contoured distributions. We study how a perturbation may impact on the mixed estimation procedure of parameters in the model. Normal curvatures and slopes for assessing influence under usual schemes are derived, including perturbations of case-weight, response variable, and explanatory variable. Simulations are conducted to evaluate the performance of the proposed methodology. An example with real-world economy data is presented as an illustration.
No Reference information available - sign in for access.
No Citation information available - sign in for access.
No Supplementary Data.
No Article Media
No Metrics

Keywords: computational statistics; elliptically contoured distributions; generalized least squares; local influence method; maximum-likelihood method; mixed estimation

Document Type: Research Article

Affiliations: 1: Faculty of Engineering and Sciences, Universidad Adolfo Ibáñez, Viña del Mar, Chile 2: Faculty of Education, Science, Technology and Mathematics, University of Canberra, Canberra, Australia 3: Statistics and Mathematics College, Yunnan University of Finance and Economics, Kunming, People's Republic of China 4: Department of Statistics, Universidade Federal de Pernambuco, Recife, Brazil

Publication date: March 11, 2016

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more