Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 28 Issue 2
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- Pages.57-69
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- 2000
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
Assessing Local Influence in Linear Regression Models with Second-Order Autoregressive Error Structure
이차 자기회구오차 구조를 갖는 선형회귀모형의 자료영향도 평가
- Kim, Soon-Kwi (Dept. of Statistics, Kangnung National University) ;
- Lee, Young-Hoon (Dept. of Statistics, Kangnung National University) ;
- Jeong, Dong-Bin (Dept. of Statistics, Kangnung National University)
- Published : 2000.06.01
Abstract
This paper discusses the local influence approach to the linear regression models with AR(2) errors. Diagnostics for the linear regression models with AR(2) errors are proposed and developed when simultaneous perturbations of the response vector are allowed- That is, the direction of maximum curvature of local influence analysis is obtained by studying the curvature of a surface associated with the overall discrepancy measure.
Keywords