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Detection of influential observations in ridge regression and modified ridge regression

Semra Türkan, Öniz Toktamış

Open publisher page 6 citations

Abstract

The detection of influential observations is important because of their unduly large influence on the regression analysis results. Numerous diagnostics on identifying these observations are developed in the regression analysis. Pena's statistic is one of the proposed diagnostics. In this study, Pen a's approach is formulated to ridge regression (RR) and modified ridge regression (MRR). The real data and artificial data are used to see performance of proposed diagnostic for the RR and MRR on detecting influential observations.

About this research paper

What this paper is about

The detection of influential observations is important because of their unduly large influence on the regression analysis results. Numerous diagnostics on identifying these observations are developed in the regression analysis. Pena's statistic is one of the proposed diagnostics. In this study, Pen a's approach is formulated to ridge regression (RR) and modified ridge regression (MRR). The real data and artificial data are used to see performance of proposed diagnostic for the RR and MRR on detecting influential observations.

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OpenAlex reports 6 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

The detection of influential observations is important because of their unduly large influence on the regression analysis results. Numerous diagnostics on identifying these observations are developed in the regression analysis. Pena's statistic is one of the proposed diagnostics. In this study, Pen a's approach is formulated to ridge regression (RR) and modified ridge regression (MRR). The real data and artificial data are used to see performance of proposed diagnostic for the RR and MRR on detecting influential observations.

Key concepts: Ridge, Regression, Statistic, Regression analysis, Statistics, Regression diagnostic, Linear regression, Mathematics

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