Influential Observations in Stochastic Model of Divisia Index Numbers with AR(1) Errors

Detection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions

The aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. In addition, we derive the corrected score test statistic for outliers detection ba...

Notes and Book Reviews Divisia Index Numbers and Productivity Measurement

A recent note by Merrilees [15] concludes that Divisia index numbers as employed in our studies of productivity change [ l l , 141 represent a new perspective on the analysis of productivity. Merrilees concludes further that Divisia index numbers are appropriate for the explanation of productivity change, but that they should not be used for measurement. In this note we examine and reject both ...

detection of outliers and influential observations in linear ridge measurement error models with stochastic linear restrictions

the aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. in addition, we derive the corrected score test statistic for outliers detection ba...

Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions

Outliers and influential observations have important effects on the regression analysis. The goal of this paper is to extend the mean-shift model for detecting outliers in case of ridge regression model in the presence of stochastic linear restrictions when the error terms follow by an autoregressive AR(1) process. Furthermore, extensions of measures for diagnosing influential observations are ...

On the Stochastic Approach to Index Numbers