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Properties of selected subset diagnostics in regression

✍ Scribed by D.R. Jensen

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
152 KB
Volume
51
Category
Article
ISSN
0167-7152

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✦ Synopsis

Anomalies are cited in the use of subset regression diagnostics. Two leverage diagnostics are uniΓΏed through canonical leverages. Other diagnostics relate one-to-one with the R-Fisher statistic, supporting exact but equivalent tests at level . Three distance diagnostics exhibit ad hoc scalings; their distributions are characterized and ordering properties noted; one is studied further through simulation; and a properly scaled version is given. Case studies reexamine the use of selected subset diagnostics in practice.

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✍ Bruce E. Barrett; J. Brian Gray πŸ“‚ Article πŸ“… 1996 πŸ› Springer US 🌐 English βš– 681 KB

One of the important goals of regression diagnostics is the detection of cases or groups of cases which have an inordinate impact on the regression results. Such observations are generally described as 'influential'. A number of influence measures have been proposed, each focusing on a different asp