Test for an Outlier in Multivariate Regression with Linear Constraints Kim, Myung-Geun;
A test for a single outlier in multivariate regression with linear constraints on regression coefficients using a mean shift model is derived. It is shown that influential observations based on case-deletions in testing linear hypotheses are determined by two types of outliers that are mean shift outliers with or without linear constraints, An illustrative example is given.
Linear constraints;mean shift;multivariate regression;outlier;test;
Journal of the American Statistical Association, 1992.
Residuals and Influence in Regression, 1982.
Communications in Statistics: Theory and Methods, 1995.
Multivariate Analysis, 1979.
Multivariate Observations, 1984.
Journal of Multivariate Analysis, 1998.
Australian Journal of Statistics, 1997.