Local influence in seemingly unrelated regression model with ridge estimate

Z. Naji, A. Rasekh and E. L. Boone

Journal of Applied Statistics, 2017, vol. 44, issue 12, 2108-2124

Abstract: Local influence is a well-known method for identifying the influential observations in a dataset and commonly needed in a statistical analysis. In this paper, we study the local influence on the parameters of interest in the seemingly unrelated regression model with ridge estimation, when there exists collinearity among the explanatory variables. We examine two types of perturbation schemes to identify influential observations: the perturbation of variance and the perturbation of individual explanatory variables. Finally, the efficacy of our proposed method is illustrated by analyzing [13] productivity dataset.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:44:y:2017:i:12:p:2108-2124

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DOI: 10.1080/02664763.2016.1247787

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