معیارهای تأثیر در مدلهای خطای اندازهگیری خطی ریج

Abstract

Usually the existence of influential observations is complicated by the presence of collinearity in linear measurement error models. How- ever no method of influence measure available for the possible effect's that collinearity can have on the influence of an observation in such models. In this paper, a new type of ridge estimator based corrected likelihood func- tion (REC) for linear measurement error models is defined. We show when this type of ridge estimator is used to mitigate the effects of collinearity the influence of some observations can be drastically modified. We propose a case deletion formula to detect influential points in REC. As an illustrative example two real data set are analysed.