A Study on Sensitivity Analysis in Ridge Regression

능형 회귀에서의 민감도 분석에 관한 연구

In this paper, we discuss and review various measures which have been presented for studying outliers, high-leverage points, and influential observations when ridge regression estimation is adopted. We derive the influence function for ${\underline{\hat{\beta}}}\small{R}$, the ridge regression estimator, and discuss its various finite sample approximations when ridge regression is postulated. We also study several diagnostic measures such as Welsh-Kuh's distance, Cook's distance etc.