journal6 ›› 2010, Vol. 31 ›› Issue (6): 27-31.

• Mathematics • Previous Articles     Next Articles

Conditional Generalized Ridge-Type Estimation and Its Diagnostic Statistic

  

  1. (School of Science,Beijing Jiaotong University,Beijing 100044,China)
  • Online:2010-11-25 Published:2012-04-11

Abstract: This paper studies the biased estimation in linear model with equality restrictions and its diagnostic statistic which can assess the influence of deleting date in the date-deleted model.The conditional generalized ridge-type estimation is proposed,and its relation fomula in different models is given.The upper bound of influence in date-deleted model is derived by using Welsch-Kuh statistic and some properties of eigenvalue,and the effect of diagnostic statistic is  examined by means of a numerical example.

Key words: conditional generalized ridge-type estimation, linear model with equality restrictions, Welsch-Kuh statistic, Cook distance

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