Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression
Five widely used test statistics for detecting outliers and influential observations were studied using Monte Carlo method . The test statistic based on Studentized residuals, with critical values given by Tietjen, Moore and Beckman (1973), appears to be the best procedure for detecting a single out...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1986
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/307 |
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| Institution: | Singapore Management University |
| Language: | English |
| Summary: | Five widely used test statistics for detecting outliers and influential observations were studied using Monte Carlo method . The test statistic based on Studentized residuals, with critical values given by Tietjen, Moore and Beckman (1973), appears to be the best procedure for detecting a single outlier in simple linear regression. |
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