General Classes of Influence Measures for Multivariate Regression

  title={General Classes of Influence Measures for Multivariate Regression},
  author={Bruce E. Barrett and Robert F. Ling},
  journal={Journal of the American Statistical Association},
Abstract Many of the existing measures for influential subsets in univariate ordinary least squares (OLS) regression analysis have natural extensions to the multivariate regression setting. Such measures may be characterized by functions of the submatrices H I of the hat matrix H, where I is an index set of deleted cases, and Q I , the submatrix of Q = E(E T E)−1 E T , where E is the matrix of ordinary residuals. Two classes of measures are considered: f(·)tr[H I Q I (I − H I − Q I ) a (I − H I… 
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