Two steps robust Mahanalobis method for identification of multiple high leverage points

Problem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as...

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Bibliographic Details
Main Authors: Bagheri, Arezoo, Midi, Habshah, Rahmatullah Imon, A.H.M
Format: Article
Language:English
English
Published: Science Publications 2009
Online Access:http://psasir.upm.edu.my/id/eprint/17502/1/Two%20steps%20robust%20Mahanalobis%20method%20for%20identification%20of%20multiple%20high%20leverage%20points.pdf
http://psasir.upm.edu.my/id/eprint/17502/
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Institution: Universiti Putra Malaysia
Language: English
English