Sankhya: The Indian Journal of Statistics

1998, Volume 60, Series B, Pt. 2, 269--292

LOCAL INFLUENCE ON THE GENERAL LINEAR MODEL

By

J.M. MU\~NOZ-PICHARDO , J. MU\~NOZ-GARC\'IA , J.M. FERN\'ANDEZ-PONCE and F. L\'OPEZ-BL\'AZQUEZ Universidad de Sevilla, Spain

SUMMARY. We study the Local Influence on the General Linear Model with a perturbation scheme in the variance-covariance matrix of the random errors. The comparison of the results obtained and the conditional bias have been used to get local influence measures. Finally, we introduce the Local Influence Potential for an observation. This function describes the local influence which is exerted by the observation on the BLUE of any estimable linear function.

AMS (1991) subject classification.62J99

Key words and phrases. Conditional bias, general linear model, local influence analysis, local influence potential.

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