Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors
Sibnarayan Guria, Sugata Sen Roy
Journal of Statistical Theory and Applications (JSTA) · 2016
doi:10.2991/jsta.2016.15.4.9 (opens in a new tab)
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Abstract
In this paper we study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the impact of the ouliers on the regression are suggested.
Abstract licence: CC BY-NC-ND
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