An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models
This paper reports the results of an empirical study of applying seven commonly used methods for identifying outliers and influential observations in linear regression models to six well-known data sets in the literature. The results show that the methods do not always agree. Observations which are...
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1987
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sg-smu-ink.soe_research-12532010-09-23T05:48:03Z An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models Balasooriya, U. TSE, Yiu Kuen Liew, Y. S. This paper reports the results of an empirical study of applying seven commonly used methods for identifying outliers and influential observations in linear regression models to six well-known data sets in the literature. The results show that the methods do not always agree. Observations which are detected as ‘significantly influential’ may only moderately affect the parameter estimates when they are removed from the regression. Combinations of procedures should be judiciously used in empirical studies. 1987-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/254 info:doi/10.1080/02664768700000022 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics |
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Economics Balasooriya, U. TSE, Yiu Kuen Liew, Y. S. An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| description |
This paper reports the results of an empirical study of applying seven commonly used methods for identifying outliers and influential observations in linear regression models to six well-known data sets in the literature. The results show that the methods do not always agree. Observations which are detected as ‘significantly influential’ may only moderately affect the parameter estimates when they are removed from the regression. Combinations of procedures should be judiciously used in empirical studies. |
| format |
text |
| author |
Balasooriya, U. TSE, Yiu Kuen Liew, Y. S. |
| author_facet |
Balasooriya, U. TSE, Yiu Kuen Liew, Y. S. |
| author_sort |
Balasooriya, U. |
| title |
An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| title_short |
An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| title_full |
An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| title_fullStr |
An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| title_full_unstemmed |
An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models |
| title_sort |
empirical comparison of some statistics for identifying outliers and influential observations in linear regression models |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1987 |
| url |
https://ink.library.smu.edu.sg/soe_research/254 |
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1770569087377735680 |