Local Influence and Residual Analysis in Heteroscedastic Symmetrical Linear Models

摘要

This work extends some diagnostics procedures to heteroscedastic symmetrical linear models. This class of models includes all symmetric continuous distributions, such as normal, Student-t, generalized Student-t, exponential power and logistic, among others. We present an iterative process for the parameter estimation and we derive the appropriate matrices for assessing the local influence under perturbation schemes. An standardized residual is deduced and illustrative example is given.