Identification of Leverage Points in Principal Component Regression and r-k Class Estimators with AR(1) Error Structure

The determination of leverage observations have been frequently investigated through ordinary least squares and some biased estimators proposed under the multicollinearity problem in the linear regression models. Recently, the identification of leverage and influential observations have been also po...

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Bibliographic Details
Main Author: Tuğba Söküt
Format: Article
Language:English
Published: Çanakkale Onsekiz Mart University 2020-12-01
Series:Journal of Advanced Research in Natural and Applied Sciences
Subjects:
Online Access:https://dergipark.org.tr/en/download/article-file/1462765
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