Statistical Papers

, Volume 41, Issue 2, pp 211–224 | Cite as

On local influence for elliptical linear models

  • Shuangzhe Liu


The local influence method plays an important role in regression diagnostics and sensitivity analysis. To implement it, we need the Delta matrix for the underlying scheme of perturbations, in addition to the observed information matrix under the postulated model. Galea, Paula and Bolfarine (1997) has recently given the observed information matrix and the Delta matrix for a scheme of scale perturbations and has assessed of local influence for elliptical linear regression models. In the present paper, we consider the same elliptical linear regression models. We study the schemes of scale, predictor and response perturbations, and obtain their corresponding Delta matrices, respectively. To illustrate the methodology for assessment of local influence for these schemes and the implementation of the obtained results, we give an example.


Likelihood displacement observed information matrix Delta matrix regression diagnostics matrix differential 

AMS Subject classification



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Copyright information

© Springer-Verlag 2000

Authors and Affiliations

  • Shuangzhe Liu
    • 1
  1. 1.Institut für Statistik und ÖkonometrieUniversität BaselBaselSwitzerland

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