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Communications in Statistics - Theory and Methods Volume 21, 1992 - Issue 5
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Original Articles

Leverage, influence and residuals in regression models when observations are correlated

R. J. Martin Department of Probability and Statistics, The University, Sheffield, S3 7RH, England
Pages 1183-1212 | Received 01 Jul 1991, Published online: 27 Jun 2007
 
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Abstract

This paper considers the concepts of leverage and influence in the linear regression model with correlated errors when the error covariance structure is completely specified. Generalizations of the usual measures are given. Extensions of residuals also naturally arise. The theory is illustrated using two examples

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