Influence measures in ridge regression when the error terms follow an Ar(1) process

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dc.authoridSöküt Açar, Tuğba / 0000-0002-4444-1671
dc.contributor.authorSöküt Açar, Tuğba
dc.contributor.authorÖzkale, M. Revan
dc.date.accessioned2025-01-27T20:22:58Z
dc.date.available2025-01-27T20:22:58Z
dc.date.issued2016
dc.departmentÇanakkale Onsekiz Mart Üniversitesi
dc.description.abstractInfluence concepts have an important place in linear regression models and case deletion is a useful method for assessing the influence of single case. The influence measures in the presence of multicollinearity were discussed under the linear regression models when the errors structure is uncorrelated and homoscedastic. In contrast to other article on this subject, we consider the influence measures in ridge regression with autocorrelated errors. Theoretical results are illustrated with a numerical example and a Monte Carlo simulation is conducted to see the effect autocorrelation coefficient, strength of multicollinearity and sample size on leverage points and influential observations.
dc.identifier.doi10.1007/s00180-015-0615-5
dc.identifier.endpage898
dc.identifier.issn0943-4062
dc.identifier.issn1613-9658
dc.identifier.issue3
dc.identifier.scopus2-s2.0-84940530569
dc.identifier.scopusqualityQ2
dc.identifier.startpage879
dc.identifier.urihttps://doi.org/10.1007/s00180-015-0615-5
dc.identifier.urihttps://hdl.handle.net/20.500.12428/22086
dc.identifier.volume31
dc.identifier.wosWOS:000379341700004
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSpringer Heidelberg
dc.relation.ispartofComputational Statistics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20250125
dc.subjectAutocorrelation
dc.subjectRegression diagnostics
dc.subjectRidge estimator
dc.subjectMulticollinearity
dc.subjectGeneralized least squares estimator
dc.titleInfluence measures in ridge regression when the error terms follow an Ar(1) process
dc.typeArticle

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