Jackknifing, weighting, diagnostics and
โ
Zhiyi Du; Douglas P. Wiens
๐
Article
๐
2000
๐
Elsevier Science
๐
English
โ 232 KB
We study and compare methods of covariance matrix estimation, and some diagnostic procedures, to accompany generalized ("Bounded In uence") M-estimation of regression in the linear model. The methods derive from one-step approximations to the delete-one estimates of the regression parameters. Two we