Measuring Local Influential Observations in Modified Ridge Regression

10.6339/JDS.2011.09(3).934

Aboobacker Jahufer；Jian-Bao Chen

Local inuential observations ； modified ridge regression ； multicollinearity ； perturbation scheme

Journal of Data Science

9卷3期（2011 / 07 / 01）

359 - 372

英文

In this paper, we use generalized influence function and generalized Cook distance to measure the local influence of minor perturbation on the modified ridge regression estimator in ridge type linear regression model. The diagnostics under the perturbation of constant variance and individual explanatory variables are obtained when multicollinearity presents among the regressors. Also we proposed a statistic that reveals the influential cases for Mallow's method which is used to choose modified ridge regression estimator biasing parameter. Two real data sets are used to illustrate our methodologies.