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Influence in the Elliptical Modified Ridge Regression
Journal article   Peer reviewed

Influence in the Elliptical Modified Ridge Regression

M. Amanullah, G. R. Pasha and M. Aslam
Communications in statistics. Theory and methods, Vol.43(21), pp.4650-4667
02/11/2014

Abstract

Elliptical model Local influence Modified ridge regression Pseudo-likelihood
In this article, we present diagnostic methods for the modified ridge regression under elliptical model based on the pseudo-likelihood function. The maximum likelihood estimators of the parameters in the modified ridge elliptical model are given and local influence measures are developed. Finally, illustration of our methodology is given through a numerical example.

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