Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Test for an Outlier in Multivariate Regression with Linear Constraints

  • Published : 2002.08.01
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Abstract

A test for a single outlier in multivariate regression with linear constraints on regression coefficients using a mean shift model is derived. It is shown that influential observations based on case-deletions in testing linear hypotheses are determined by two types of outliers that are mean shift outliers with or without linear constraints, An illustrative example is given.

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References

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