• Title/Summary/Keyword: outlier's test

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Assessing the Accuracy of Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook;Kim, Bu-Yang
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.163-168
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    • 2009
  • Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. Accuracy of outlier tests is investigated using subset curvatures. These subset curvatures appear to be reliable indicators of the adequacy of the linearization based test. Also, we consider obtaining graphical summaries of uncertainty in estimating parameters through confidence curves. The results are applied to the problem of assessing the accuracy of outlier tests.

A Score test for Detection of Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.201-208
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    • 1993
  • Given the specific mean shift outlier model, the score test for multiple outliers in nonlinear regression is discussed as an alternative to the likelihood ratio test. The geometric interpretation of the score statistic is also presented.

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Testing Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.419-437
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    • 1995
  • Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

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Asymptotic Properties of Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.205-211
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    • 2006
  • For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.

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Accuracy of Multiple Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.131-136
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    • 2011
  • The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.

A Score Test for Detection of Outliers in Generalized Linear Models

  • Kahng, Myung-Wook;Kim, Min-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.129-139
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    • 2004
  • 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.

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Outlier detection in dental research (치의학 연구에서 이상치의 처리)

  • Kim, Ki-Yeol
    • The Journal of the Korean dental association
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    • v.55 no.9
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    • pp.604-616
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    • 2017
  • In clinical dental research, errors occur in spite of careful study design and conduct. Data cleaning procedures intend to identify and correct these errors or at least to minimize their influence on study. Outlier is the one of these errors. Outlier detection is the first step in data analysis process which has a serious effect in the field of dental research. Hence, this paper aims to introduce the methods to detect the outliers and to examine their influences in statistical data analysis.

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Comparative Analysis on the Outlier Data of Each Parameter in Automatic Water Quality Monitoring Networks (수질자동측정망 자료의 항목별 이상치 비교 분석)

  • Lim, Byungjin;Hong, Eunyoung;Yeon, Insung
    • Journal of Korean Society on Water Environment
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    • v.26 no.4
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    • pp.700-706
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    • 2010
  • Along the 4 major rivers in korea, there are automatic water quality monitoring (AWQM) stations to immediately respond to any pollution incident. Real-time data (temperature, DO, pH, EC and TOC) collected at each station were statistically treated to exclude outliers and keep valid data using Dixon's test and Discordance test. These applied methods were compared in terms of the number of the outliers sorted out. There was no significant difference between these methods. On the other hand, more outliers were sorted out from EC and TOC data, comparing with other water quality items. EC data did not show partly any variation for a long time at H station. If measured signal does not exceed ${\pm}0.001mS/cm$ from the sectional mean, the signal should be treated as normal data. Therefore, another routine was added to the data screening system, some data which were removed as outlier were restored.

MULTIPLE OUTLIER DETECTION IN LOGISTIC REGRESSION BY USING INFLUENCE MATRIX

  • Lee, Gwi-Hyun;Park, Sung-Hyun
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.457-469
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    • 2007
  • Many procedures are available to identify a single outlier or an isolated influential point in linear regression and logistic regression. But the detection of influential points or multiple outliers is more difficult, owing to masking and swamping problems. The multiple outlier detection methods for logistic regression have not been studied from the points of direct procedure yet. In this paper we consider the direct methods for logistic regression by extending the $Pe\tilde{n}a$ and Yohai (1995) influence matrix algorithm. We define the influence matrix in logistic regression by using Cook's distance in logistic regression, and test multiple outliers by using the mean shift model. To show accuracy of the proposed multiple outlier detection algorithm, we simulate artificial data including multiple outliers with masking and swamping.

Impact of Outliers on the Statistical Measures of the Environmental Monitoring Data in Busan Coastal Sea (이상자료가 연안 환경자료의 통계 척도에 미치는 영향)

  • Cho, Hong-Yeon;Lee, Ki-Seop;Ahn, Soon-Mo
    • Ocean and Polar Research
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    • v.38 no.2
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    • pp.149-159
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    • 2016
  • The statistical measures of the coastal environmental data are used in a variety of statistical inferences, hypothesis tests, and data-driven modeling. If the measures are biased, then the statistical estimations and models may also be biased and this potential for bias is great when data contain some outliers defined as extraordinary large or small data values. This study aims to suggest more robust statistical measures as alternatives to more commonly used measures and to assess the performance these robust measures through a quantitative evaluation of more typical measures, such as in terms of locations, spreads, and shapes, with regard to environmental monitoring data in the Busan coastal sea. The detection of outliers within the data was carried out on the basis of Rosner's test. About 5-10% of the nutrient data were found to contain outliers based on Rosner's test. After removal (zero-weighting) of the outliers in the data sets, the relative change ratios of the mean and standard deviation between before and after outlier-removal conditions revealed the figures 13 and 33%, respectively. The variation magnitudes of skewness and kurtosis are 1.36 and 8.11 in a decreasing trend, respectively. On the other hand, the change ratios for more robust measures regarding the mean and standard deviation are 3.7-10.5%, and the variation magnitudes of robust skewness and kurtosis are about only 2-4% of the magnitude of the non-robust measures. The robust measures can be regarded as outlier-resistant statistical measures based on the relatively small changes in the scenarios before and after outlier removal conditions.