Procedures for investigating outliers when estimating in the general univariate linear situation-nonfull rank case |
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| Authors: | Irwin Guttman Rudolf Dutter |
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| Institution: | 1. University of Toronto , Toronto, Canada;2. University of Montreal , Montreal, Canada |
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| Abstract: | This paper is a continuation of GGD = Golub, Guttman and Dutter (1973) and DG = Dutter and Guttman (1974a), and will deal with the problem of how to handle outliers in the general univariate linear model situation y = Xθ + ?, ? = N(0, σ2I).when X is not of full rank, and where interest is in the estimation of τ = Bθ, where τ is assumed to be estimable. The special case B = X, that is, interest is in η = Xθ, is discussed. |
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| Keywords: | spurosity outliers general linear model nonfull rank Anscombe rule Winsorization and semi-Winsorization estimable functions |
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