文章基本信息

标题：On Diagnostics in Stochastic Restricted Linear Regression Models
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作者：Shuling Wang , Man Liu , Xiaohong Deng
期刊名称：Open Journal of Statistics
印刷版ISSN：2161-718X
电子版ISSN：2161-7198
出版年度：2014
卷号：04
期号：09
页码：757-764
DOI：10.4236/ojs.2014.49071
语种：English
出版社：Scientific Research Publishing
摘要：The aim of this paper is to propose some diagnostic methods in stochastic restricted linear regression models. A review of stochastic restricted linear regression models is given. For the model, this paper studies the method and application of the diagnostic mostly. Firstly, review the estimators of this model. Secondly, show that the case deletion model is equivalent to the mean shift outlier model for diagnostic purpose. Then, some diagnostic statistics are given. At last, example is given to illustrate our results.
关键词：Stochastic Restricted Linear Regression Model; Stochastic Restricted Ridge Estimator; Statistical Diagnostics