Author(s)

Shuling Wang, Man Liu, Xiaohong Deng

Department of Fundametal Course, Air Force Logistics College, Xuzhou, China.

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.

Stochastic Restricted Linear Regression Model, Stochastic Restricted Ridge Estimator, Statistical Diagnostics

Wang, S. , Liu, M. and Deng, X. (2014) On Diagnostics in Stochastic Restricted Linear Regression Models. Open Journal of Statistics, 4, 757-764. doi: 10.4236/ojs.2014.49071.