An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models

• Main Authors: Balasooriya, U., TSE, Yiu Kuen, Liew, Y. S.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 1987
• Subjects: Economics
• Online Access: https://ink.library.smu.edu.sg/soe_research/254
• Institution: Singapore Management University

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...