Journal of the Korean Data and Information Science Society
- Volume 15 Issue 1
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- Pages.129-139
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- 2004
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- 1598-9402(pISSN)
A Score Test for Detection of Outliers in Generalized Linear Models
- Kahng, Myung-Wook (Department of Statistics, Sookmyung Women's University) ;
- Kim, Min-Kyung (Department of Statistics, Sookmyung Women's University)
- Published : 2004.02.28
Abstract
We consider the problem of testing for outliers in generalized linear model. We proceed by first specifying a mean shift outlier model, assuming the suspect set of ourliers is known. Given this model, we discuss standard approaches to obtaining score test for outliers as an alternative to the likelihood ratio test.