Journal of Statistical Theory and Applications

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Volume 15, Issue 4, December 2016, Pages 424 - 433

Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors

Authors
Sibnarayan Guria, Sugata Sen Roy
Corresponding Author
Sugata Sen Roy
Received 15 May 2015, Accepted 18 June 2016, Available Online 1 December 2016.
DOI
10.2991/jsta.2016.15.4.9How to use a DOI?
Keywords
multiple responses, autoregressive errors, regression diagnostics.
Abstract

In this paper we study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the impact of the ouliers on the regression are suggested.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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<Previous Article In Issue
Journal
Journal of Statistical Theory and Applications
Volume-Issue
15 - 4
Pages
424 - 433
Publication Date
2016/12/01
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2016.15.4.9How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - JOUR
AU  - Sibnarayan Guria
AU  - Sugata Sen Roy
PY  - 2016
DA  - 2016/12/01
TI  - Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors
JO  - Journal of Statistical Theory and Applications
SP  - 424
EP  - 433
VL  - 15
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2016.15.4.9
DO  - 10.2991/jsta.2016.15.4.9
ID  - Guria2016
ER  -