Influence Diagnostics in Two-Parameter Ridge Regression
نویسندگان
چکیده
Identifying influential observations is an important part of the model building process in linear regression. There are numerous diagnostic measures based on different approaches regression analysis. However, problem multicollinearity and may occur simultaneously. Therefore, we propose new two parameter ridge estimator defined by Lipovetsky Conklin (2005) alternative to usual ordinary We define ridge-type generalizations DFFITS Cook’s distance. Moreover, obtain approximate case deletion formulas provide versions measures. Finally, illustrate benefits proposed real data examples.
منابع مشابه
Influence Diagnostics in Two-Parameter Ridge Regression
Abstract: Identifying influential observations is an important part of the model building process in linear regression. There are numerous diagnostic measures based on different approaches in linear regression analysis. However, the problem of multicollinearity and influential observations may occur simultaneously. Therefore, we propose new diagnostic measures based on the two parameter ridge e...
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ژورنال
عنوان ژورنال: Journal of data science
سال: 2021
ISSN: ['1680-743X', '1683-8602']
DOI: https://doi.org/10.6339/jds.201601_14(1).0003