On Diagnostics in Stochastic Restricted Linear Regression Models

• 作者: Man Liu Shuling Wang Xiaohong Deng
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: STOCHASTIC RESTRICTED Linear Regression Model STOCHASTIC RESTRICTED RIDGE ESTIMATOR STATISTICAL DIAGNOSTICS
• 年，卷（期）: 2014,（9）
• 页码范围: 757-764
• 页数: 8页
• 分类号: O1

摘要

The aim of this paper is to propose some diagnostic methods in stochastic restricted linear regression models. A review of stochastic restricted linear regression models is given. For the model, this paper studies the method and application of the diagnostic mostly. Firstly, review the estimators of this model. Secondly, show that the case deletion model is equivalent to the mean shift outlier model for diagnostic purpose. Then, some diagnostic statistics are given. At last, example is given to illustrate our results.