Local influence in ridge regression
作者： Lei Shi , Xueren Wang
DOI: 10.1016/S0167-9473(99)00019-5
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摘要: This paper studies the local influence of minor perturbations on ridge estimator in regression model. The diagnostics under perturbation variance and explanatory variables are derived. possible effects collinearity influential observations studied. A diagnostic for detection parameter is given. An example Longley data analysed illustration.
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sci-hub.se 参考文章(18)
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