Simultaneous Identification of Multiple Outliers and High Leverage Points in Linear Regression

The identification of unusual observations such as outliers and high leverage points has drawn a great deal of attention for many years. Most of these identifications techniques are based on case deletion that focuses more on the outliers than the high leverage points. But residuals together with leverage values may cause masking and swamping for which a good number of unusual observations remain undetected in the presence of multiple outliers and multiple high leverage points. In this paper we propose a new procedure to identify outliers and high leverage points simultaneously. We suggest an additive form of the residuals and the leverages that gives almost an equal focus on outliers and leverages. We analyzed several well-referred data set and discover few outliers and high leverage points that were undetected by the existing diagnostic techniques.