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Choosing a base for the BLUS vector |
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| Authors: | MA Evans |
| Institution: | Department of Econometrics and Operations Research Monash University Clayton 3168 Australia |
| Abstract: | A mechanism is proposed for identifying the 'optimal' base for the BLUS residual vector, which involves discarding from estimation the potentially disruptive high leverage observations of the regressor matrix. |
| Keywords: | regression BLUS residuals leverage |