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BY-NC-ND 3.0 license Open Access Published by De Gruyter Open Access May 2, 2016

Sensitivity analysis in linear models

  • Shuangzhe Liu , Tiefeng Ma and Yonghui Liu
From the journal Special Matrices


In this work, we consider the general linear model or its variants with the ordinary least squares, generalised least squares or restricted least squares estimators of the regression coefficients and variance. We propose a newly unified set of definitions for local sensitivity for both situations, one for the estimators of the regression coefficients, and the other for the estimators of the variance. Based on these definitions, we present the estimators’ sensitivity results.We include brief remarks on possible links of these definitions and sensitivity results to local influence and other existing results.


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Received: 2015-8-9
Accepted: 2016-4-19
Published Online: 2016-5-2

©2016 Shuangzhe Liu et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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