首页   按字顺浏览 期刊浏览 卷期浏览 Location of Several Outliers in Multiple-Regression Data Using Elemental Sets
Location of Several Outliers in Multiple-Regression Data Using Elemental Sets

 

作者: DouglasM. Hawkins,   Dan Bradu,   GordonV. Kass,  

 

期刊: Technometrics  (Taylor Available online 1984)
卷期: Volume 26, issue 3  

页码: 197-208

 

ISSN:0040-1706

 

年代: 1984

 

DOI:10.1080/00401706.1984.10487956

 

出版商: Taylor & Francis Group

 

关键词: Ustatistics;Robust estimation;Bounded influence;EM algorithm;Tetrads;Elemental regressions;Composite points

 

数据来源: Taylor

 

摘要:

The outlying tendency of any case in a multiple regression ofppredictors may be estimated by drawing all subsets of sizepfrom the remaining cases and fitting the model. Each such subset yields anelemental residualfor the case in question, and a suitable summary statistic of them can be used as an estimate of the case's outlying tendency. We propose two such summary statistics: an unweighted median, which is of bounded influence, and a weighted median, which is more efficient but less robust. The computational load of the procedure is reduced by using random samples in place of the full set of subsets of sizep. As a byproduct the method yields useful information on the influence (or leverage) of cases and the mutual masking of high leverage points.

 

点击下载:  PDF (1145KB)



返 回