Heteroscedasticity diagnostics fortlinear regression models
β Scribed by Jin-Guan Lin; Li-Xing Zhu; Feng-Chang Xie
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 491 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0026-1335
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π SIMILAR VOLUMES
The maximum likelihood estimation in a regression model with heteroscedastic errors is considered. When the design matrices in the model are inappropriately specified, the maximum likelihood estimates of the variances of certain observations are found to be zero irrespective of the observed values,
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