Journal of the Korean Data and Information Science Society
- 제15권4호
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- Pages.921-934
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- 2004
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- 1598-9402(pISSN)
The Detection and Testing of Multiple Outliers in Linear Regression
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Park, Jin-Pyo
(Division of computer engineering, Kyungnam University) ;
- Zamar, Ruben H. (Dept of statistics, British Columbia University)
- 발행 : 2004.11.30
초록
We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.