Influence analysis with homogeneous linear restrictions
We discuss the problem of influence analysis for the particular situation in which the observations must satisfy a set of homogeneous linear restrictions. We present the proof of a theoretical result showing, that for this situation, we can define a system of orthogonal influence directions, as in the unrestricted problem. As an illustration, we discuss a linear regression model where some of the explanatory variables are in the form of proportions, giving also an example with a numerical data set. Our example shows that the influence measure that is here discussed can be quite effective in identifying relevant perturbations.
Year of publication: |
2009
|
---|---|
Authors: | Vasconcellos, Klaus L.P. ; Zea Fernandez, L.M. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 53.2009, 11, p. 3787-3794
|
Publisher: |
Elsevier |
Saved in:
Saved in favorites
Similar items by person
-
Some restriction tests in a new class of regression models for proportions
Melo, Tatiane F.N., (2009)
-
Ospina, Raydonal, (2011)
-
Bias and skewness in a general extreme-value regression model
Barreto-Souza, Wagner, (2011)
- More ...