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Diagnostics for Autocorrelated Regression Models

✍ Scribed by Soon-Kwi Kim; Richard Huggins


Book ID
108521371
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
59 KB
Volume
40
Category
Article
ISSN
1369-1473

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Influence diagnostics in semiparametric
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In this paper we consider the semiparametric regression model, Y = x R + m(t) + , and provide some in uence diagnostics for estimators of R, m and the mean response x R + m(t). We express these in uence diagnostics as functions of the residuals and leverages. We ΓΏnd that an in uential observation on