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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