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Two Diagnostic Displays for Robust Regression Analysis

 

作者: L. Denby,   C.L. Mallows,  

 

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

页码: 1-13

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489492

 

出版商: Taylor & Francis Group

 

关键词: Regression;Robust methods;Outliers;Graphical techniques

 

数据来源: Taylor

 

摘要:

We introduce a pair of displays that summarize the behavior of the regression coefficients and the corresponding residuals, that are obtained when the “trimming” parameter in Huber's family ofM-estimates is allowed to vary continuously over its whole range [0, ∞], The displays exhibit the degree to which the estimates and residuals are sensitive to changes in the implicit weights attached to the worst-fitting points. They are thus effective in identifying the presence and influences of any outliers that occur in the data. They can also be used to select a single “best” set of estimates and the associated residuals.

 

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