Suggested diagnostics for influence on the estimated regression coefficients in a generalized linear model have generally approximated the effect of deleting a single case. We apply the local ...

The effect on estimation of regression coefficients in linear location-scale models is investigated when the error distribution is misspecified. It is shown that the ...

Output 62.4.2 displays tests of model effects and the estimated regression coefficients and their covariance matrix. Alternatively, you can assume that the linear relationship between corn yield ...

A key challenge for monetary policymakers is to predict where inflation is headed. One promising approach involves modifying a typical Phillips curve predictive regression to include an interaction ...