A derivation of the maximum likelihood ratio test for testing no outliere in regreeeion models h given ueing the method of WETEXEILL (1981, pp. 106-107) for estimating the regreeeion parsmetere. This method h eseentially eimilar to the one outlined in B a s m and Lmwm (1978, p. 283), although by our
Note on the use of stepwise regression in detecting outliers
β Scribed by Max R. Mickey; Olive Jean Dunn; Virginia Clark
- Publisher
- Elsevier Science
- Year
- 1967
- Tongue
- English
- Weight
- 333 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0010-4809
No coin nor oath required. For personal study only.
β¦ Synopsis
Cases can be considered as possible outliers in a regression structure if deletion results in a sufficiently large reduction of the residual sum of squares. Calculations for selection of outlier cases on this basis can be accomplished by use of stepwise regression programs. Numerical examples are included.
π SIMILAR VOLUMES
Some prooednws, based on studentized residuals and the diagonal elements of the 'hat' matrix, for the detection of unusual points in regreeeion are discussed. Them procedurea are quite simple but effective to uncover unusual structure of the date. Some examplee are given.
Rohlf (1975, Biometrics 31, 93-101) proposed a method of detecting outliers in multivariate data by testing the largest edge of the minimum spanning tree. It is shown here that tests against the gamma distribution are extremely liberal. Furthermore, results depend on the correlation structure of the
Properties of least-squares versus robust regression residual plots are compared under a common set of assumptions.