journal6 ›› 2010, Vol. 31 ›› Issue (6): 27-31.
• Mathematics • Previous Articles Next Articles
Online:
Published:
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
ZHANG Shang-Li, TAO Yun, HE Xiao-Ling. Conditional Generalized Ridge-Type Estimation and Its Diagnostic Statistic[J]. journal6, 2010, 31(6): 27-31.
Add to citation manager EndNote|Ris|BibTeX
URL: https://zkxb.jsu.edu.cn/EN/
https://zkxb.jsu.edu.cn/EN/Y2010/V31/I6/27