The local influence analysis of LIU estimate in linear model

Li Zhang,Shangli Zhang,Gang Liu,Tianbing Xia

Journal of Information and Computational Science（2010）

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摘要

In this paper, we study the local influence analysis of LIU estimate in the linear models. Using the method proposed by Shi [2], the local influence of LIU estimate in the variance disturbance model and two variables disturbance models are investigated respectively. Furthermore, we give the generalized Cook distance to assess the extent of influence, and illustrate the efficiency of the proposed method by the numerical example. Copyright © 2010 Binary Information Press.

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关键词

disturbance model,generalized cook distance,liu estimate,local influence analysis,variables disturbance models

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