Outlier Identification in Regression Analysis using Projection Pursuit

  • Kim, Hyojung (Department of Statistics, Sungkyunkwan University) ;
  • Park, Chongsun (Department of Statistics, Sungkyunkwan University)
  • Published : 2000.12.01


In this paper, we propose a method to identify multiple outliers in regression analysis with only assumption of smoothness on the regression function. Our method uses single-linkage clustering algorithm and Projection Pursuit Regression (PPR). It was compared with existing methods using several simulated and real examples and turned out to be very useful in regression problem with the regression function which is far from linear.


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