A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors

John Haslett

Journal of the Royal Statistical Society Series B, 1999, vol. 61, issue 3, 603-609

Abstract: A general, simple and intuitive derivation is provided for diagnostics associated with the deletion of arbitrary subsets for the linear model with general covariance structure. These are seen to be most simply expressed, even for the well‐studied case of independent and identically distributed data, in terms of a residual known variously as the conditional residual, the deletion prediction residual and the cross‐validation residual. Particularly simple specializations arise when the subsets are of size 1 and of size 2, but the method is easy to apply for all subsets and to conditional deletions.

Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00195

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:61:y:1999:i:3:p:603-609

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().