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Clustering Observations for Detecting Multiple Outliers in Regression Models

Seo, Han-Son;Yoon, Min

  • Received : 2012.03.02
  • Accepted : 2012.04.17
  • Published : 2012.06.30

Abstract

Detecting outliers in a linear regression model eventually fails when similar observations are classified differently in a sequential process. In such circumstances, identifying clusters and applying certain methods to the clustered data can prevent a failure to detect outliers and is computationally efficient due to the reduction of data. In this paper, we suggest to implement a clustering procedure for this purpose and provide examples that illustrate the suggested procedure applied to the Hadi-Simonoff (1993) method, reverse Hadi-Simonoff method, and Gentleman-Wilk (1975) method.

Keywords

Clustering;linear regression model;outliers;regression diagnostics

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Acknowledgement

Supported by : Konkuk University