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Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors. (English) Zbl 1516.62100

Summary: In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.

MSC:

62-XX Statistics
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