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Critical Values of ‘Maximum Studentized Residual’ Statistics in Multiple Linear Regression

✍ Scribed by Dr. S. R. Paul


Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
224 KB
Volume
27
Category
Article
ISSN
0323-3847

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✦ Synopsis


I n multiple linear regression, test for the discordancy of a single outlier in the response variable is usually baaed on the 'maximum studentized residual' statistic. Exact critical values for the test statistic t are not available. Upper bounds for the critical values have been found by S B ~N -TAN (1961). F'RESCOTT (1975) and LUND (1976). I n this note we show that all these upper bounds are algebraically equivalent.


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