Regression Diagnostics Using a New Expression of Welsch-Kuh Distance

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概要

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• In regression diagnostics, a number of influence measures based on various statistical tools have been discussed. Out of these measures, Cook's distance and Welsch-Kuh distance are chosen, and their new expressions are given so that the single case form can be extended to the multiple case one. Especially, the new expression of Welsh-Kuh distance is derived in relation to the case of Cook's distance. The two influence measures are also compared from several viewpoints. Furthermore, a diagnostic method is proposed to detect influential observations for a case of deleting two observations at a time, and size-adjusted calibration points are derived for the single case and the multiple case.

• 静岡県立大学の論文

著者

• 竹内 秀一

  静岡県立大学経営情報学部

関連論文

• Influence Analysis with an Extension of Covariance Ratio in Ridge Regression
• Regression Diagnostics Using a New Expression of Welsch-Kuh Distance

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