TITLE:
On Diagnostics in Stochastic Restricted Linear Regression Models
AUTHORS:
Shuling Wang, Man Liu, Xiaohong Deng
KEYWORDS:
Stochastic Restricted Linear Regression Model, Stochastic Restricted Ridge Estimator, Statistical Diagnostics
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.9,
October
15,
2014
ABSTRACT: 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.