Outlier detection in linear models: a comparative study in simple linear regression |
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| Authors: | Uditha Balasooriya Y.K. Tse |
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| Affiliation: | National University of Singapore , 0511, Singapore |
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| Abstract: | Five widely used test statistics for detecting outliers and influential observations were studied using Monte Carlo method . The test statistic based on Studentized residuals, with critical values given by Tietjen, Moore and Beckman (1973), appears to be the best procedure for detecting a single outlier in simple linear regression. |
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| Keywords: | Beta distribution influential observation linear model outlier Studentized residual |
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