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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1986
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sg-smu-ink.soe_research-13062010-09-23T05:48:03Z Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression Balasooriya, U. TSE, Yiu Kuen 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. 1986-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/307 info:doi/10.1080/03610928608829332 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics |
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Economics Balasooriya, U. TSE, Yiu Kuen Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| description |
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. |
| format |
text |
| author |
Balasooriya, U. TSE, Yiu Kuen |
| author_facet |
Balasooriya, U. TSE, Yiu Kuen |
| author_sort |
Balasooriya, U. |
| title |
Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| title_short |
Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| title_full |
Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| title_fullStr |
Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| title_full_unstemmed |
Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression |
| title_sort |
outlier detection in linear models: a comparative study in simple linear regression |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1986 |
| url |
https://ink.library.smu.edu.sg/soe_research/307 |
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1770569107119276032 |