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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Bibliographic Details
Main Author: Sani, Muhammad
Format: Thesis
Language:English
Published: 2018
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/79201/1/IPM%202019%203%20IR.pdf
http://psasir.upm.edu.my/id/eprint/79201/
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Institution: Universiti Putra Malaysia
Language: English