Residuals for the linear model with general covariance structure

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 60, Issue 1, 1998, Pages 201-215

  Haslett, John ^a   Hayes, Kevin ^b  

^a TRINITY COLLEGE DUBLIN   (Ireland)

^b UNIVERSITY OF LIMERICK   (Ireland)

Author keywords

Cross validation; Diagnostics; Generalized least squares; Geostatistics; Kriging; Mahalanobis distance; Residuals; Time series

Indexed keywords

EID: 0001131423     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00119     Document Type: Article

References (27)

1. Barnett, V. and Lewis, T. (1994) Outliers in Statistical Data, 3rd edn. Chichester: Wiley.
2. Bloomfield, P. (1992) Trends in global temperature. Clim. Change, 21, 1-16.
3. Bradley, R. and Haslett, J. (1992) High-interaction diagnostics for geostatistical models of spatially referenced data. Statistician, 41, 371-381.
4. Bruce, A. G. and Martin, R. D. (1989) Leave-k-out diagnostics for time series (with discussion). J. R. Statist. Soc. B, 51, 363-424.
5. Christensen, R. (1991) Linear Models for Multivariate, Time Series, and Spatial Data. New York: Springer.
6. Christensen, R., Johnson, W. and Pearson, L. M. (1992) Prediction diagnostics for spatial linear models. Biometrika, 79, 583-591.
7. _ (1993) Covariance function diagnostics for spatial linear models. Math. Geol., 25, 145-160.
8. Christensen, R., Pearson, L. M. and Johnson, W. (1992) Case-deletion diagnostics for mixed models. Technometrics, 34, 38-45.
9. Cox, D. R. and Wermuth, N. (1996) Multivariate Dependencies. London: Chapman and Hall.
10. Cressie, N. (1991) Statistics for Spatial Data. New York: Wiley.
11. Davis, B. M. (1987) Uses and abuses of cross-validation in geostatistics. Math. Geol., 19, 241-248.
12. Graybill, F. A. (1983) Matrices with Applications in Statistics, 2nd edn. Belmont: Wadsworth.
13. Haslett, J. (1992) Spatial data analysis - challenges. Statistician, 41, 271-284.
14. _ (1997) On the sample variogram and the sample autocovariance for non-stationary time series. Statistician, 46, 475-485.
15. Haslett, J. and Bradley, R. (1992) Dynamic graphics: linked points, lines and regions with applications to spatial data modelling. In Computing Science and Statistics: Proc 23rd Symp. Interface (ed. E. M. Keramidas), pp. 425-429. New York: Springer.
16. Haslett, J. and Hayes, K. (1993) Case-wise and pair-wise diagnostics in Spatial Models. In Bulletin of the International Statistical Institute, 49th Session, Florence, book 1, pp. 549-550. Voorburg: International Statistical Institute.
17. Hawkins, D. M. (1991) Multivariate quality control based on regression-adjusted variables. Technometrics, 33, 61-75.
18. Jones, P. D. and Briffa, K. R. (1992) Global surface air temperature variations during the twentieth century: part 1, spatial, temporal and seasonal details. Holocene, 2, 165-179.
19. Journel, A. G. and Huijbregts, C. J. (1981) Mining Geostatistics. London: Academic Press.
20. Martin, R. J. (1992) Leverage, influence and residuals in regression models when observations are correlated. Communs Statist. Theory Meth., 21, 1183-1212.
21. Mathai, A. M. and Provost, S. B. (1992) Quadratic Forms in Random Variables: Theory and Applications. New York: Dekker.
22. Robinson, G. K. (1991) That BLUP is a good thing: the estimation of random effects. Statist. Sci., 6, 15-51.
23. Schall, R. and Dunne, T. T. (1988) A unified approach to outliers in the general linear model. Sankhya B, 50, 157-167.
24. Semper, F. J. and Neuman, S. P. (1989) Estimation of spatial covariance structures by adjoint state maximum likelihood cross-validation; 1, theory. Wat. Resour. Res., 25, 351-362.
25. Smith, R. L. (1993) Long-range dependence and global warming. In Statistics for the Environment (eds V. Barnett and K. F. Turkman), pp. 141-162. Chichester: Wiley.
26. Whittaker, J. (1990) Graphical Models in Applied Multivariate Analysis. Chichester: Wiley.
27. Whittaker, J. and Smith, D. M. (1996) Surprise: log-likelihood components and decompositions for model based diagnostics. Technical Report. Department of Mathematics, University of Lancaster, Lancaster.