Regression diagnostics methods for Liu estimator under the general linear regression model
| dc.authorid | Söküt Açar, Tuğba / 0000-0002-4444-1671 | |
| dc.contributor.author | Söküt Açar, Tuğba | |
| dc.contributor.author | Özkale, M. Revan | |
| dc.date.accessioned | 2025-01-27T20:39:01Z | |
| dc.date.available | 2025-01-27T20:39:01Z | |
| dc.date.issued | 2020 | |
| dc.department | Çanakkale Onsekiz Mart Üniversitesi | |
| dc.description.abstract | This 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.sponsorship | Canakkale Onsekiz Mart University Scientific Research Projects Coordination Unit [FHD-2018-2620] | |
| dc.description.sponsorship | Supported by Canakkale Onsekiz Mart University Scientific Research Projects Coordination Unit [Project Number: FHD-2018-2620]. | |
| dc.identifier.doi | 10.1080/03610918.2019.1582781 | |
| dc.identifier.endpage | 792 | |
| dc.identifier.issn | 0361-0918 | |
| dc.identifier.issn | 1532-4141 | |
| dc.identifier.issue | 3 | |
| dc.identifier.scopus | 2-s2.0-85081097618 | |
| dc.identifier.scopusquality | Q2 | |
| dc.identifier.startpage | 771 | |
| dc.identifier.uri | https://doi.org/10.1080/03610918.2019.1582781 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12428/23833 | |
| dc.identifier.volume | 49 | |
| dc.identifier.wos | WOS:000478360800001 | |
| dc.identifier.wosquality | Q4 | |
| dc.indekslendigikaynak | Web of Science | |
| dc.indekslendigikaynak | Scopus | |
| dc.language.iso | en | |
| dc.publisher | Taylor & Francis Inc | |
| dc.relation.ispartof | Communications in Statistics-Simulation and Computation | |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.snmz | KA_WoS_20250125 | |
| dc.subject | Leverages | |
| dc.subject | Influence measure | |
| dc.subject | Liu estimator | |
| dc.subject | Autocorrelation | |
| dc.subject | Multicollinearity | |
| dc.title | Regression diagnostics methods for Liu estimator under the general linear regression model | |
| dc.type | Article |
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