Abstract
A new expression of Cook's distance in ridge regression is proposed by extending a linear regression form to create a ridge regression form. In order to make sensitivity analysis easier, the expression separates the influence measure into three parts, which are least squares, ridge, and shrinkage parts. Therefore this new expression of Cook's distance is hereafter referred to as a separate expression. In addition, two auxiliary influence indices are derived to investigate sensitivity on ridge parameter. Illustrative examples are given to show the effectiveness of the separate expression and the indices for the single case diagnostics. Furthermore an extension of the single case expression into the multiple case version is developed by taking into account the original expression.
