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Volumn 40, Issue 1, 1998, Pages 65-71

Diagnostics for autocorrelated regression models

Author keywords

Autocorrelation; Direction of maximum curvature; Observed information matrix

Indexed keywords


EID: 18244380844     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00007     Document Type: Article
Times cited : (12)

References (12)
  • 1
    • 0001826397 scopus 로고
    • A maximum likelihood procedure for regression with autocorrelated errors
    • BEACH, C.M. & MACKINNON, J.G. (1978). A maximum likelihood procedure for regression with autocorrelated errors. Econometrica 46, 51-58.
    • (1978) Econometrica , vol.46 , pp. 51-58
    • Beach, C.M.1    Mackinnon, J.G.2
  • 2
    • 0023453271 scopus 로고
    • Diagnostics for mixed-model analysis of variance
    • BECKMAN, R.J., NACHTSHEIM, C.J. & COOK, R.D. (1987). Diagnostics for mixed-model analysis of variance. Technometrics 29, 13-26.
    • (1987) Technometrics , vol.29 , pp. 13-26
    • Beckman, R.J.1    Nachtsheim, C.J.2    Cook, R.D.3
  • 4
    • 0001490588 scopus 로고
    • Assessment of local analysis
    • COOK, R.D. (1986). Assessment of local analysis. J. Roy. Statist. Soc. Ser. B 48, 133-169.
    • (1986) J. Roy. Statist. Soc. Ser. B , vol.48 , pp. 133-169
    • Cook, R.D.1
  • 6
    • 38249003123 scopus 로고
    • Residual sum of squares and multiple potential, diagnostics by a second order local approach
    • LUO, ZHEN & WU, XIZHI (1993). Residual sum of squares and multiple potential, diagnostics by a second order local approach. Statist. & Probab. Letters 16, 289-296.
    • (1993) Statist. & Probab. Letters , vol.16 , pp. 289-296
    • Luo, Z.1    Wu, X.2
  • 9
    • 0023844709 scopus 로고
    • Leverage and influence irrautocorrelated regression models
    • PUTTERMAN, M.L. (1988). Leverage and influence irrautocorrelated regression models. Appl. Statist. 37, 76-86.
    • (1988) Appl. Statist. , vol.37 , pp. 76-86
    • Putterman, M.L.1
  • 11
    • 0026108163 scopus 로고
    • A connection between local influence analysis and residual diagnostics
    • SCHWARZMAN, B. (1991). A connection between local influence analysis and residual diagnostics. Technometrics 33, 103-104.
    • (1991) Technometrics , vol.33 , pp. 103-104
    • Schwarzman, B.1
  • 12
    • 0000963475 scopus 로고
    • Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
    • TSAI, CHIH-LING & WU, XIZHI (1992). Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure. Statist. & Probab. Letters 14, 247-252.
    • (1992) Statist. & Probab. Letters , vol.14 , pp. 247-252
    • Tsai, C.-L.1    Wu, X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.