Identifying multiple influential observations in linear regression |
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Authors: | A H M Rahmatullah Imon |
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Institution: |
a Department of Statistics, University of Rajshahi, Bangladesh |
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Abstract: | The identification of influential observations has drawn a great deal of attention in regression diagnostics. Most of these identification techniques are based on single case deletion and among them DFFITS has become very popular with the statisticians. But this technique along with all other single case diagnostics may be ineffective in the presence of multiple influential observations. In this paper we develop a generalized version of DFFITS based on group deletion and then propose a new technique to identify multiple influential observations using this. The advantage of using the proposed method in the identification of multiple influential cases is then investigated through several well-referred data sets. |
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Keywords: | Influential observations high leverage points outliers masking swamping group deletion generalized Cook's distance generalized DFFITS index plot |
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