The influence analysis of ridge estimate in restricted linear regression model

被引：0

作者：

Zhang, Shangli ^{[1
,2
]}

Xing, Huijuan ^{[1
]}

Liu, Gang ^{[3
]}

机构：

[1] School of Science, Beijing Jiaotong University, Beijing 100044, China

[2] State Key Laboratory of Virtual Reality Technology and Systems, Beihang University, Beijing 100191, China

[3] School of Information, Renming University of China, Beijing 100872, China

来源：

Journal of Computational Information Systems | 2010年 / 6卷 / 09期

关键词：

Linear regression;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we discuss the influence analysis of ridge estimate of parameter in the restricted linear regression models. For the proposed conditional ridge estimate, two cases of influence with disturbance of covariance matrix or data deleting are studied, and the relevant conclusions are established. Furthermore, the definition of the generalized Cook distance and the Welsch-Kuh statistic are given to assess the extent of influence and a numerical example is given to show their effectiveness. © 2010 Binary Information Press.

引用

页码：3067 / 3075

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