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Year of publication
Subject
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Added variable plots 1 Dimension reduction subspaces 1 EM-algorithm 1 Econometrics 1 Graphical regression 1 Kalman filter 1 Monte-Carlo test 1 Score test 1 Simulation envelope 1 Three-dimensional scatterplots 1 added variable 1 added variable plot 1 adjusted normal regression 1 conditional independence 1 deletion methods 1 diagnostics 1 dynamic linear mode 1 fragility 1 high leverage points 1 influential data 1 outlier 1 shocks 1 structural change 1 structural time-series model 1 unobserved components models 1
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Online availability
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Undetermined 3
Type of publication
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Article 3
Language
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Undetermined 2 English 1
Author
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Atkinson, Anthony C. 1 Bermúdez, José 1 Chien, Li-Chu 1 Cook, R. 1 Critchley, Frank 1 Horra, J. 1 Koopman, Siem Jan 1 Lavine, Michael 1 Li, Ker-Chau 1 McCulloch, R. 1 Morton, Sally 1 Shen, X. 1 Shephard, Neil 1 Weisberg, Sanford 1 Wetzel, Nate 1 Zacks, S. 1
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Published in...
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Journal of Applied Statistics 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 2 BASE 1
Showing 1 - 3 of 3
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A robust diagnostic plot for explanatory variables under model mis-specification
Chien, Li-Chu - In: Journal of Applied Statistics 38 (2011) 1, pp. 113-126
A typical added variable plot is a commonly used plot in assessing the accuracy of a normal linear model. This plot is … points or influential observations on the added variable. However, this type of plot is generally in doubt, once the normal …] to propose a robust added variable plot. The validity of this diagnostic plot requires no knowledge of the true …
Persistent link: https://www.econbiz.de/10008773840
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Detecting shocks: outliers and breaks in time series
Atkinson, Anthony C.; Koopman, Siem Jan; Shephard, Neil - 1997
A single outlier in a regression model can be detected by the effect of its deletion on the residual sum of squares. An equivalent procedure is the simple intervention in which an extra parameter is added for the mean of the observation in question. Similarly, for unobserved components or...
Persistent link: https://www.econbiz.de/10009441449
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Exploring regression structure with graphics
Cook, R.; Wetzel, Nate; Bermúdez, José; Horra, J.; … - In: TEST: An Official Journal of the Spanish Society of … 2 (1993) 1, pp. 33-100
Persistent link: https://www.econbiz.de/10005390586
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