Cook's distance for ridge estimator in semiparametric regression

2010 
The detection of inuential observations has attracted a great deal of attention in last few decades. Most of the ideas of determining inuential observations are based on single-case diagnostics with ith case deleted. The Cook’s distance are most commonly used among the other single-case diagnostics and successfully applied to various statistical models. In this article, we propose Cook’s distance for the ridge regression estimator of the parametric component in the semiparametric regression model to detect inuential observations. We investigate the performance of proposed diagnostic to detect inuential observations by using real data and simulation data.
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