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Local influence on the general linear model

 

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Author: Muñoz Pichardo, Juan Manuel
Muñoz García, Joaquín
Fernández Ponce, José María
López Blázquez, José Fernando
Department: Universidad de Sevilla. Departamento de Estadística e Investigación Operativa
Date: 1998
Published in: Sankhya: The Indian Journal of Statistics, Series B, 60 (2), 269-292.
Document type: Article
Abstract: We study the Local Influence on the General Linear Model with a perturbation scheme in the variance-covariance matrix of the random errors. The comparison of the results obtained and the conditional bias have been used to get local influence measures. Finally, we introduce the Local Influence Potential for an observation. This function describes the local influence which is exerted by the observation on the BLUE of any estimable linear function.
Cite: Muñoz Pichardo, J.M., Muñoz García, J., Fernández Ponce, J.M. y Puerto Albandoz, J. (1998). Local influence on the general linear model. Sankhya: The Indian Journal of Statistics, Series B, 60 (2), 269-292.
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URI: http://hdl.handle.net/11441/48853

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