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Detection of Influential Observation in Linear Regression

 

作者: R.Dennis Cook,  

 

期刊: Technometrics  （Taylor Available online 1977）
卷期: Volume 19, issue 1  

页码: 15-18

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489493

 

出版商: Taylor & Francis Group

 

关键词: Influential observations;Confidence ellipsoids;Variances of residuals;Outliers

 

数据来源: Taylor

 

摘要:

A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.

 

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