Detection of Outliers in Constrained Regression

DOI QR코드

DOI QR Code

Kim, Myung-Geun

  • 발행 : 2003.08.01

초록

We suggest a method of identifying outliers, using local influence, in regression when linear constraints are imposed on the regression coefficients. An example is given for illustration.

키워드

Linear constraints;local influence;regression;outliers

참고문헌

  1. Linear Regression Analysis Seber.G.A.F.
  2. Outliers in Statistical Data(3rd ed.) Barnett,V.;Lewis,T.
  3. Sensitivity Analysis in Linear Regression Chatterji,S.;Hadi,A.S.
  4. Applied Linear regression Models(3rd ed.) Neter,J.;Kutner,M.H.;Nachtsheim,C.J.;Wasserman,W.
  5. Residuals and Influence in Regression Cook,R.D.;Weisberg,S.
  6. Communications in Statistics: Theory and Methods v.30 pp.799-813 Regression diagnostics using local influence : a review Rancel,M.M.S.;Sierra,M.A.G. https://doi.org/10.1081/STA-100002258
  7. Journal of the Royal Statistical Society, Series B v.48 pp.133-169 Assessment of local influence (with discussions) Cook,R.D.