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Test for an Outlier in Multivariate Regression with Linear Constraints
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 Title & Authors
Test for an Outlier in Multivariate Regression with Linear Constraints
Kim, Myung-Geun;
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 Abstract
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.
 Keywords
Linear constraints;mean shift;multivariate regression;outlier;test;
 Language
English
 Cited by
 References
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