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Robust and diagnostic regression analyses
Authors:Anthony C Atkinson
Institution:Imperial College , London, England
Abstract:Graphical methods of diagnostic regression analysis are applied to three examples in which least squares and robust regression analyses give substantially different results. The diagnostic tools lead to the identification of data deficiencies and model inadequacies. The analyses serve as a reminder that robust regressions depend upon the linear model and upon the scale in whicli the response is analysed. The robust analysis may also be sensitive to gross errors in one or more explanatory variables
Keywords:Cook's statistic  graphical methods  influential observations  outliers in regression  power transformations  regression diagnostics  robust regression
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