7/26/2019 Stat 6120 Project
1/13
Detecting InfuentialOutliers in Linear
RegressionSTAT 6120 Project
7/26/2019 Stat 6120 Project
2/13
Denitions
Johnson Johnson! 1""2# $enes an outlier as anobservation in a data set which appears to beinconsistent with the remainder of that set of data%
Outliers can &e cause$ &' incorrect (easure(ents!
inclu$ing $ata entr' errors! or &' co(ing )ro( a$i*erent +o+ulation than the rest o) the $ata%
Outliers cause a negati,e e*ect on $ata anal'sis%Os&o(e an$
O,er&a' 200- # categori.e$ the e*ects o) outliers/
1% Outliers increase error ,ariance an$ re$uce the +oer o) statistical tests
2% The' can a$,ersel' &ias or infuence esti(ates that researchers areintereste$ in
7/26/2019 Stat 6120 Project
3/13
Re,ie o) etho$s )or DetectingOutliers
Se,eral techniues are in use )or$etecting outliers% These inclu$eLe,erage 3alues! 4oo5s Distance
an$ 4o,ariance Ratio%
7/26/2019 Stat 6120 Project
4/13
Linear Regression o$el
4onsi$er the (o$el
7 8 9: ; e
here 7 is an n < 1 ,ector o)o&ser,ations! 9 is an n < + )ull ran5(atri< o) 5non constants! : is an n
Top Related