THE CONSTRUCTION OF EQUILEVERAGE DESIGNS FOR MULTIPLE LINEAR REGRESSION
作者:
Michael B. Dollinger,
Robert G. Staudte,
期刊:
Australian Journal of Statistics
(WILEY Available online 1990)
卷期:
Volume 32,
issue 1
页码: 99-118
ISSN:0004-9581
年代: 1990
DOI:10.1111/j.1467-842X.1990.tb01002.x
出版商: Blackwell Publishing Ltd
关键词: Hat matrix;lack of fit;leverage;optimal design;robust regression
数据来源: WILEY
摘要:
SummaryThe hat matrix is widely used as a diagnostic tool in linear regression because it contains the leverages which the independent variables exert on the fitted values. In some experiments, cases with high leverage may be avoided by judicious choice of design for the independent variables. A variety of methods for constructing equileverage designs for linear regression are discussed. Such designs remove one of the factors, namely large leverage points, which can lead to nonrobust estimators and tests. In addition, a method is given for combining equileverage designs to test for lack of fit of the linear model.
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