文章基本信息

标题：Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors
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作者：Sibnarayan Guria ; Sugata Sen Roy
期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2016
卷号：15
期号：4
页码：426-435
DOI：10.2991/jsta.2016.15.4.9
语种：English
出版社：Atlantis Press
摘要：In this paper we study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the impact of the ouliers on the regression are suggested.
关键词：multiple responses;autoregressive errors;regression diagnostics.