An application of the local influence approach to ridge regression

Nedret Billor

Journal of Applied Statistics, 1999, vol. 26, issue 2, 177-183

Abstract: In this study, the method of local influence, which was introduced by Cook as a general tool for assessing the influence of local departures from the underlying assumptions, is applied to ridge regression, by defining the maximum pseudo-likelihood ridge estimator obtained using the augmentation approach, because this method is suitable for likelihood-based models. In addition, an alternative local influence approach suggested by Billor and Loynes is applied to ridge regression. A comparison of these approaches and an example are given.

Date: 1999
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DOI: 10.1080/02664769922511

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