Diagnostics for penalized least-squares estimators

R. L. Eubank and R. F. Gunst

Statistics & Probability Letters, 1986, vol. 4, issue 5, 265-272

Abstract: Diagnostic methods for a class of penalized least-squares estimators are derived from a Bayesian perspective. The class of estimators considered includes generalized ridge estimators, partial splines and thin plate smoothing splines. The proposed diagnostics include scaled residuals, leverage values and various measures of influence.

Keywords: Bayes; estimators; influence; leverage; partial; splines; residuals; ridge; regression; smoothing; splines; thin; plate; splines (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (3)

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