Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model
High leverage points (HLPs) are outliers for observations in the X‑variables. Much work has been focused on the detection of high leverage points (HLPs) in multiple linear regression but no research has been done on the detection of HLPs in simultaneous equation models (SEM). Like multiple linear re...
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| Format: | Article |
| Language: | English |
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Pushpa Publishing House
2017
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| Online Access: | http://psasir.upm.edu.my/id/eprint/61468/ http://psasir.upm.edu.my/id/eprint/61468/1/Diagnostic%20robust%20generalised%20potentials%20based%20on%20GM6%20to%20identify%20high%20leverage%20points%20in%20simultaneous%20regression%20model.pdf |
| _version_ | 1848854417769496576 |
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| author | Midi, Habshah Mahdi, Orooba Rana, Sohel |
| author_facet | Midi, Habshah Mahdi, Orooba Rana, Sohel |
| author_sort | Midi, Habshah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | High leverage points (HLPs) are outliers for observations in the X‑variables. Much work has been focused on the detection of high leverage points (HLPs) in multiple linear regression but no research has been done on the detection of HLPs in simultaneous equation models (SEM). Like multiple linear regression, the detection of HLPs in SEM is also important because of their responsibility for producing inefficient estimates. Since no such research has been done, we make the first attempt to propose a diagnostic method by adapting the diagnostic robust generalised potential (DRGP) to identify HLPs in SEM. Numerical examples and simulation results indicate that our proposed method is very successful in identifying HLPs in SEM. |
| first_indexed | 2025-11-15T11:09:32Z |
| format | Article |
| id | upm-61468 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T11:09:32Z |
| publishDate | 2017 |
| publisher | Pushpa Publishing House |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-614682018-05-28T01:02:53Z http://psasir.upm.edu.my/id/eprint/61468/ Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model Midi, Habshah Mahdi, Orooba Rana, Sohel High leverage points (HLPs) are outliers for observations in the X‑variables. Much work has been focused on the detection of high leverage points (HLPs) in multiple linear regression but no research has been done on the detection of HLPs in simultaneous equation models (SEM). Like multiple linear regression, the detection of HLPs in SEM is also important because of their responsibility for producing inefficient estimates. Since no such research has been done, we make the first attempt to propose a diagnostic method by adapting the diagnostic robust generalised potential (DRGP) to identify HLPs in SEM. Numerical examples and simulation results indicate that our proposed method is very successful in identifying HLPs in SEM. Pushpa Publishing House 2017 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/61468/1/Diagnostic%20robust%20generalised%20potentials%20based%20on%20GM6%20to%20identify%20high%20leverage%20points%20in%20simultaneous%20regression%20model.pdf Midi, Habshah and Mahdi, Orooba and Rana, Sohel (2017) Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model. Far East Journal of Mathematical Sciences, 101 (8). 1785 - 1800. ISSN 0972-0871 http://www.pphmj.com/abstract/10714.htm 10.17654/MS101081785 |
| spellingShingle | Midi, Habshah Mahdi, Orooba Rana, Sohel Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title | Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title_full | Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title_fullStr | Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title_full_unstemmed | Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title_short | Diagnostic robust generalised potentials based on GM6 to identify high leverage points in simultaneous regression model |
| title_sort | diagnostic robust generalised potentials based on gm6 to identify high leverage points in simultaneous regression model |
| url | http://psasir.upm.edu.my/id/eprint/61468/ http://psasir.upm.edu.my/id/eprint/61468/ http://psasir.upm.edu.my/id/eprint/61468/ http://psasir.upm.edu.my/id/eprint/61468/1/Diagnostic%20robust%20generalised%20potentials%20based%20on%20GM6%20to%20identify%20high%20leverage%20points%20in%20simultaneous%20regression%20model.pdf |