Robust diagnostic and parameter estimation for multiple linear and panel data regression models
The Influential Distance (ID) is proposed to identify multiple influential observations (IOs) in linear regression. However, the method not only considered good leverage observations (GLOs) as IOs, but also takes long computational running time with high rate of swamping and masking effects. Fast Im...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/79201/1/IPM%202019%203%20IR.pdf |
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