publication . Other literature type . Article . 1986

Influential Observations, High Leverage Points, and Outliers in Linear Regression

Chatterjee, Samprit; Hadi, Ali S.;
  • Published: 01 Aug 1986
  • Publisher: Institute of Mathematical Statistics
Abstract
A bewilderingly large number of statistical quantities have been proposed to study outliers and influence of individual observations in regression analysis. In this article we describe the inter-relationships which exist among the proposed measures. An examination of these relationships leads us to conclude that only three of these measures along with some graphical displays can provide an analyst a complete picture of outliers (major discrepant points) and points which excessively influence the fitted regression equation. Illustrative examples based on real data are presented.
Subjects
free text keywords: Cook's distance, Regression diagnostic, Robust statistics, Mathematics, Influential observation, Local regression, Statistics, Segmented regression, Econometrics, Partial leverage, Leverage (statistics), Influence, leverage, outliers, regression diagnostics, residuals
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue
publication . Other literature type . Article . 1986

Influential Observations, High Leverage Points, and Outliers in Linear Regression

Chatterjee, Samprit; Hadi, Ali S.;