The influence analysis of ridge estimate in restricted linear regression model

In this paper, we discuss the influence analysis of ridge estimate of parameter in the restricted linear regression models. For the proposed conditional ridge estimate, two cases of influence with disturbance of covariance matrix or data deleting are studied, and the relevant conclusions are established. Furthermore, the definition of the generalized Cook distance and the Welsch-Kuh statistic are given to assess the extent of influence and a numerical example is given to show their effectiveness. © 2010 Binary Information Press.