Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Computational Methods for Detection of Multiple Outliers in Nonlinear Regression

  • Myung-Wook Kahng (Associate Professor, Department of Statistics, Sooknyung Women's University, Seoul, 140-742, Korea)
  • Published : 1996.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

The detection of multiple outliers in nonlinear regression models can be computationally not feasible. As a compromise approach, we consider the use of simulated annealing algorithm, an approximate approach to combinatorial optimization. We show that this method ensures convergence and works well in locating multiple outliers while reducing computational time.

Keywords

References

  1. Dirtctions in Robust Statistics and Diagnotics simulated annealing for detection of multiple outliers using least wquares and least median of squares and least median of squares fitting Atkinson, A. C.;Weisberg, S.;Stahel, W.(Ed.);Weisberg(Ed.)
  2. Technometrics v.28 Generalized simulated annealing for function optimization Bohachevsky, I. O.;Johnson, M. E.;Stein, M. L.
  3. SIAM Review v.26 The N-city travelling salesman problem: Statistical mechanics and the Metropolis algorithm Bonomi, E.;Lutton, J.-L.
  4. Technometrics v.16 Correcting inhomogenetiy of variance with power transformation weighting Box, G. E. P.;Hill, W. J.
  5. Industrial Engineering Chemistry v.52 Kinetics of catalytic isomerization of n-pentane Carr, N. L.
  6. Journal of the American Statistical Association v.79 Power transformations when fitting theoretical models to data Carroll, R. J. Ruppert, D.
  7. Nonlinear Statistical Models Gallant, A. R.
  8. Technometrics v.29 The application of the annealing algorithm to the construction of exact optimal designs for linear-regression models Haines, L. M.
  9. SIAM Review v.23 On Deriving the inverse of a sum of matrices Henderson, H. V.;Searle, S. R.
  10. Science v.220 Optimization by simulated annealing Kirkpatrick, S.;Gelatt, C. D., Jr.;Vecchi, M. P.
  11. Biometrika v.72 Applications of the annealing algorithm to combinatorial problems in statistics Lundy, M.
  12. The Journal of Chemical Physics v.21 Equation of state calculations using fast computing machines Metropolis, N.;Rosenbluth, A. W.;Rosenbluth, M. N.;Teller, A. H.;Teller, E.
  13. Journal of the American Statistical Association v.79 Least median of squares regression Rousseeuw, P. J.