论文信息 - Local influence in ridge regression

Local influence in ridge regression

This paper studies the local influence of minor perturbations on the ridge estimator in the ridge regression model. The diagnostics under the perturbation of variance and explanatory variables are derived. The possible effects of collinearity on the influential observations are studied. A diagnostic for the detection of influential observations on the ridge parameter estimator is given. An example on the Longley data is analysed for illustration.

Lei Shi | Lei Shi | Xueren Wang | Xue-Ren Wang

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