Leverages and Influential Observations in a Regression Model with Autocorrelated Errors

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dc.authoridSöküt Açar, Tuğba / 0000-0002-4444-1671
dc.contributor.authorÖzkale, M. Revan
dc.contributor.authorSöküt Açar, Tuğba
dc.date.accessioned2025-01-27T21:13:21Z
dc.date.available2025-01-27T21:13:21Z
dc.date.issued2015
dc.departmentÇanakkale Onsekiz Mart Üniversitesi
dc.description.abstractThis article deals with the general form of the hat matrix and the DFBETA measure to detect the influential observations and the leverages in the linear regression model with more than one regressor when the errors are from AR(1) and AR(2) processes. Previous studies dealing with the influential observations and the leverages in the constant mean model and regression through the origin model are obtained as special cases. To demonstrate the utility of the hat matrix and the DFBETA measure, two numerical examples based on the ice cream consumption data with AR(1) errors and the Fox-Hartnagel data with AR(2) errors are analyzed. The results show that the parameter of the autoregressive process affects the influential and leverage points.
dc.identifier.doi10.1080/03610926.2013.781646
dc.identifier.endpage2290
dc.identifier.issn0361-0926
dc.identifier.issn1532-415X
dc.identifier.issue11
dc.identifier.scopus2-s2.0-84933046556
dc.identifier.scopusqualityQ2
dc.identifier.startpage2267
dc.identifier.urihttps://doi.org/10.1080/03610926.2013.781646
dc.identifier.urihttps://hdl.handle.net/20.500.12428/28392
dc.identifier.volume44
dc.identifier.wosWOS:000356858100004
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherTaylor & Francis Inc
dc.relation.ispartofCommunications in Statistics-Theory and Methods
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20250125
dc.subjectAutocorrelated error
dc.subjectInfluence
dc.subjectLeverages
dc.subjectGeneralized least squares estimator
dc.titleLeverages and Influential Observations in a Regression Model with Autocorrelated Errors
dc.typeArticle

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