Influence diagnostics for elliptical multivariate linear regression models
JA Díaz-García, M Galea Rojas… - … in statistics-Theory and …, 2003 - Taylor & Francis
JA Díaz-García, M Galea Rojas, V Leiva-Sánchez
Communications in statistics-Theory and Methods, 2003•Taylor & FrancisIn this paper we present various diagnostic methods for elliptical multivariate regression
models. We show that the expressions, and consequently the distribution of some usual
standardized residuals, are invariant in the class of Elliptical models. This invariance is also
verified for some influence measures of dropping observations, such as the Cook's distance.
We also discuss the computation of the likelihood displacement as well as the normal
curvature in the local influence method. An example with real data is given for illustration.
models. We show that the expressions, and consequently the distribution of some usual
standardized residuals, are invariant in the class of Elliptical models. This invariance is also
verified for some influence measures of dropping observations, such as the Cook's distance.
We also discuss the computation of the likelihood displacement as well as the normal
curvature in the local influence method. An example with real data is given for illustration.
Abstract
In this paper we present various diagnostic methods for elliptical multivariate regression models. We show that the expressions, and consequently the distribution of some usual standardized residuals, are invariant in the class of Elliptical models. This invariance is also verified for some influence measures of dropping observations, such as the Cook's distance. We also discuss the computation of the likelihood displacement as well as the normal curvature in the local influence method. An example with real data is given for illustration.
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