Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo (Division of Information and Communication Engineering, Kyungnam University) ;
  • Park, Heechang (Department of Statistics, Changwon National University)
  • Published : 2001.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

Keywords

References

  1. Statistical theory and methodology in science and engineering(2nd ed.) Brownlee,K.A.
  2. Fitting Equations to data Daniel,C.;Wood,F.S.
  3. J. Am Stat. Assoc. v.79 Least median of squares regression Rousseeuw,P.J.
  4. Robust regression and outlier detection Rousseeuw,P.J.;Leroy,A.M.