Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

Acar, T. SokutOzkale, M. R.2025-01-272025-01-2720160266-47631360-0532https://doi.org/10.1080/02664763.2016.1144726https://hdl.handle.net/20.500.12428/22888In this paper, we investigated the Andrews-Pregibon (AP), COVRATIO and Cook-Weisberg (CW) statistics to determine the influential observations on the confidence ellipsoids in linear regression model with correlated errors and correlated regressors. A real example and a Monte Carlo simulation study are given to detect the effects of autocorrelation coefficient and ridge parameter on the AP, COVRATIO and CW statistics.eninfo:eu-repo/semantics/closedAccessAndrews-Pregibon statisticautocorrelationCook-Weisberg statisticCOVRATIO statisticleveragesmulticollinearityInfluence measures based on confidence ellipsoids in general linear regression model with correlated regressorsArticle43152791281210.1080/02664763.2016.1144726Q3WOS:0003842630000072-s2.0-84958818304Q1