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DELETE-2 AND DELETE-3 JACKKNIFE PROCEDURES FOR UNMASKING IN REGRESSION
Authors:Michael A.  Martin   Steven  Roberts   Letian  Zheng
Affiliation:Australian National University
Abstract:Single-case deletion regression diagnostics have been used widely to discover unusual data points, but such approaches can fail in the presence of multiple unusual data points and as a result of masking. We propose a new approach to the use of single-case deletion diagnostics that involves applying these diagnostics to delete-2 and delete-3 jackknife replicates of the data, and considering the percentage of times among these replicates that points are flagged as unusual as an indicator of their influence. By considering replicates that exclude certain collections of points, subtle masking effects can be uncovered.
Keywords:DFBETAS    DFFITS    influential points    masking    outliers    single-case deletion regression diagnostics
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