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Influence diagnostic in ridge semiparametric models

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  • Emami, Hadi

Abstract

In this paper the ridge regression (RR) diagnostic method of Walker and Brich (1988) is applied to the ridge semiparametric regression model (RSPRM). We propose case deletion formulas to detect influential points. Furthermore, a real data set is analysed.

Suggested Citation

  • Emami, Hadi, 2015. "Influence diagnostic in ridge semiparametric models," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 106-113.
    • Handle: RePEc:eee:stapro:v:105:y:2015:i:c:p:106-113
    DOI: 10.1016/j.spl.2015.06.010
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    References listed on IDEAS

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    1. Kim, Choongrak & Lee, Yonjoo & Park, Byeong U., 2001. "Cook's distance in local polynomial regression," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 33-40, August.
    2. Kim, Choongrak, 1996. "Cook's distance in spline smoothing," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 139-144, December.
    3. Kim, Choongrak & Park, Byeong U. & Kim, Woochul, 2002. "Influence diagnostics in semiparametric regression models," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 49-58, November.
    4. Roozbeh, Mahdi, 2015. "Shrinkage ridge estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 56-74.
    5. Wing‐Kam Fung & Zhong‐Yi Zhu & Bo‐Cheng Wei & Xuming He, 2002. "Influence diagnostics and outlier tests for semiparametric mixed models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 565-579, August.
    6. Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012. "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
    7. repec:hum:journl:v:105:y:2012:i:1:p:164-175 is not listed on IDEAS
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