Influence Analysis with an Extension of Covariance Ratio in Ridge Regression

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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. In this paper an alternative expression of Covariance ratio, which is one of these measures, is proposed by extending linear regression form to ridge regression version for the single case and the multiple case. The expression makes sensitivity analysis easy since an extension of the single case expression to the multiple case version is developed taking account of the original expression. Furthermore it is investigated the case where the ridge parameter is dependent on deleting observations.

• 静岡県立大学の論文
• 1993-01-30

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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