Statistical Papers

, Volume 44, Issue 1, pp 23–45 | Cite as

On influence diagnostic in univariate elliptical linear regression models

  • Manuel GaleaEmail author
  • Gilberto A. Paula
  • Miguel Uribe-Opazo


We discuss in this paper the assessment of local influence in univariate elliptical linear regression models. This class includes all symmetric continuous distributions, such as normal, Student-t, Pearson VII, exponential power and logistic, among others. We derive the appropriate matrices for assessing the local influence on the parameter estimates and on predictions by considering as influence measures the likelihood displacement and a distance based on the Pearson residual. Two examples with real data are given for illustration.

Key words

Elliptical distributions Likelihood displacement Local influence Pearson residual Robustness 


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Copyright information

© Springer-Verlag 2003

Authors and Affiliations

  • Manuel Galea
    • 1
    Email author
  • Gilberto A. Paula
    • 2
  • Miguel Uribe-Opazo
    • 3
  1. 1.Departamento de EstadísticaUniversidad de ValparaísoValparaísoChile
  2. 2.Instituto de Mathemática e EstatisticaUniversidada de São PauloSão Paulo — SPBrazil
  3. 3.Centra de Ciências Exatas e TecnológicasUniversidade Estadual do Oeste do Paraná, Rua Universitária 119 -Jardim UniversitárioCascavel — PRBrazil

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