Regression diagnostics methods for Liu estimator under the general linear regression model

dc.authoridSöküt Açar, Tuğba / 0000-0002-4444-1671
dc.contributor.authorSöküt Açar, Tuğba
dc.contributor.authorÖzkale, M. Revan
dc.date.accessioned2025-01-27T20:39:01Z
dc.date.available2025-01-27T20:39:01Z
dc.date.issued2020
dc.departmentÇanakkale Onsekiz Mart Üniversitesi
dc.description.abstractThis paper introduces the regression diagnostic methods for the Liu estimator under the general linear regression model with the autocorrelated error structure which is modeled by first-order autoregressive process. To identify the leverage observations, quasi-projection matrix is used, and to identify the influential observations DFFITS and Cook's D statistics which are single case deletion methods are used for the Liu estimator. For a special model with two explanatory variables, the leverage attitudes of the first observation are examined theoretically according to the autocorrelation coefficient and the Liu parameter. The proposed diagnostic methods are investigated through a numerical example.
dc.description.sponsorshipCanakkale Onsekiz Mart University Scientific Research Projects Coordination Unit [FHD-2018-2620]
dc.description.sponsorshipSupported by Canakkale Onsekiz Mart University Scientific Research Projects Coordination Unit [Project Number: FHD-2018-2620].
dc.identifier.doi10.1080/03610918.2019.1582781
dc.identifier.endpage792
dc.identifier.issn0361-0918
dc.identifier.issn1532-4141
dc.identifier.issue3
dc.identifier.scopus2-s2.0-85081097618
dc.identifier.scopusqualityQ2
dc.identifier.startpage771
dc.identifier.urihttps://doi.org/10.1080/03610918.2019.1582781
dc.identifier.urihttps://hdl.handle.net/20.500.12428/23833
dc.identifier.volume49
dc.identifier.wosWOS:000478360800001
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherTaylor & Francis Inc
dc.relation.ispartofCommunications in Statistics-Simulation and Computation
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20250125
dc.subjectLeverages
dc.subjectInfluence measure
dc.subjectLiu estimator
dc.subjectAutocorrelation
dc.subjectMulticollinearity
dc.titleRegression diagnostics methods for Liu estimator under the general linear regression model
dc.typeArticle

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