کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153617 958344 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Leverage and subset efficiencies in regression
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Leverage and subset efficiencies in regression
چکیده انگلیسی

Leverages and coleverages comprise the matrix H in regression. These traditionally serve to gauge (i) the remoteness of regressors, (ii) the impact of responses on fitted values, (iii) the predictive efficiency of an observation YiYi, (iv) powers of tests for outliers, and (v) limits on critical features of deletion diagnostics. This study goes beyond traditional usage in developing leverage efficiency diagnostics   to quantify the leverage exerted by subsets of data on efficiency in estimation, specifically, to identify parameters impacted adversely on subset deletions, or enhanced through augmentations, and to quantify altered efficiencies of their estimators. These topics are not covered by conventional regression diagnostics. Instead, our objectives emerge here through spectral analyses of blocks of H, independently of observed responses. Case studies utilize the methodology to evaluate comparative efficiencies among small nested second-order designs.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 7, Issue 5, September 2010, Pages 541–551
نویسندگان
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