Influence diagnostic in ridge semiparametric models

Hadi Emami

Statistics & Probability Letters, 2015, vol. 105, issue C, 106-113

Abstract: In this paper the ridge regression (RR) diagnostic method of Walker and Brich (1988) is applied to the ridge semiparametric regression model (RSPRM). We propose case deletion formulas to detect influential points. Furthermore, a real data set is analysed.

Keywords: Bandwidth; Cross-validation; Diagnostics; Ridge estimator; Smoothing spline (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.06.010

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