Some properties of, and relationships among, several uncorrelated and homoscedastic residual vectors

References

• Atkinson , A.C. 1981 . Two Graphical Displays for Outlying and Influential Observations in Regression . Biometrika , 68 : 13 – 20 .
   Web of Science ®Google Scholar
• Bartlett , M.S. 1951 . An Inverse Matrix Adjustment Arising in Discriminant Analysis . Annals of Mathematical Statistics , 22 : 107 – 111 .
   Google Scholar
• Brown , R.L. , Durbin , J. and Evans , J.M. 1975 . Techniques for Testing the Constancy of Regression Relationships Over Time . Journal of the Royal Statistical Society, Series B , 37 : 149 – 192 .
   Google Scholar
• Chatterjee , S. and Hadi , A.S. 1988 . Sensitivity Analysis in Linear Regression , New York : John Wiley & Sons .
   Google Scholar
• Cook , R.D. and Weisberg , S. 1982 . Residuals and Influence in Regression , New York : Chapman and Hall .
   Google Scholar
• Fisk , P.R. 1975 . Discussion of the Paper by Brown, Durbin, and Evans . Journal of the Royal Statistical Society, Series B , 37 : 163 – 192 .
   Google Scholar
• Gentleman , J.F. and Wilk , M.B. 1975 . Detecting Outliers II:Supplementing the Direct Analysis of Residuals . Biometrics , 31 : 387 – 410 .
   Web of Science ®Google Scholar
• Golub , G.H. and Van Loan , C. 1983 . Matrix Computations , Baltimore : Johns Hopkins University Press .
   Google Scholar
• Hadi , A.S. . The Prediction Matrix:Its Properties and Role in Data Analysis . Proceedings of the Business and Economic Statistics Section . pp. 631 – 636 . American Statistical Association .
   Google Scholar
• Hawkins , D.M. and Eplett , W.J.R. 1982 . The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression . Technometrics , 24 ( 3 ) : 191 – 198 .
   Web of Science ®Google Scholar
• Hedayat , A. and Robson , D.S. 1970 . Independent Stepwise Residuals for Testing Homoscedasticity . Journal of the American Statistical Association , 65 ( 332 ) : 1573 – 1581 .
   Google Scholar
• Kianifard , F. and Swallow , W.H. 1989 . Using Recursive Residuals, Calculated on Adaptively-Ordered Observations, to Identify Outliers in Linear Regression . Biometrics , 45 ( 332 ) : 571 – 585 .
   Google Scholar
• Marasinghe , M.G. 1985 . A Multistage Procedure for Detecting Several Outliers in Linear Regression . Technometrics , 27 ( 4 ) : 395 – 399 .
   Web of Science ®Google Scholar
• Miller , R.G. 1974 . An Unbalanced Jackknife . The Annals of Statistics , 2 ( 4 ) : 880 – 891 .
   Google Scholar
• Plackett , R.L. 1950 . Some Theorems in Least Squares . Biometrika , 37 ( 4 ) : 149 – 157 .
   PubMedGoogle Scholar
• Stewart , G.W. 1973 . Introduction to Matrix Computation , New York : Academic Press .
   Google Scholar
• Theil , H. 1965 . The Analysis of Disturbances in Regression Analysis . Journal of the American Statistical Association , 60 : 1067 – 1079 .
   Web of Science ®Google Scholar