A Comparison of Some Classical Approaches to Outlier Detection in Linear Regression and an Approach Based on Adaptively-ordered Recursive Residuals

نویسنده

  • Farid Kianifard
چکیده

Five procedures for detecting outliers in linear regression are compared: sequential testing of the maximum studentized residual, Marasinghe's (1985) multistage procedure, and three procedures based on recursive residuals, calculated on adaptively-ordered observations. Four of these procedures test a no-outliers hypothesis. This hypothesis requires a rather stringent test criterion, meaning that moderate outliers often go undetected. The fifth procedure, the basic recursive-residual method, tests individual observations to identify outliers. This procedure is effective in identifying modest outliers, while by construction reducing masking of one outlier by another. When the data analyst's goal is to identify outliers/influential observations for further scrutiny and perhaps special treatment, not merely to justify their deletion, this procedure has advantages over the others.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Application of Recursive Least Squares to Efficient Blunder Detection in Linear Models

In many geodetic applications a large number of observations are being measured to estimate the unknown parameters. The unbiasedness property of the estimated parameters is only ensured if there is no bias (e.g. systematic effect) or falsifying observations, which are also known as outliers. One of the most important steps towards obtaining a coherent analysis for the parameter estimation is th...

متن کامل

Simultaneous robust estimation of multi-response surfaces in the presence of outliers

A robust approach should be considered when estimating regression coefficients in multi-response problems. Many models are derived from the least squares method. Because the presence of outlier data is unavoidable in most real cases and because the least squares method is sensitive to these types of points, robust regression approaches appear to be a more reliable and suitable method for addres...

متن کامل

Control chart based on residues: Is a good methodology to detect outliers?

The purpose of this article is to evaluate the application of forecasting models along with the use of residual control charts to assess production processes whose samples have autocorrelation characteristics. The main objective is to determine the efficiency of control charts for individual observations (CCIO) and exponentially weighted moving average (EWMA) charts when they are applied to res...

متن کامل

Robust high-dimensional semiparametric regression using optimized differencing method applied to the vitamin B2 production data

Background and purpose: By evolving science, knowledge, and technology, we deal with high-dimensional data in which the number of predictors may considerably exceed the sample size. The main problems with high-dimensional data are the estimation of the coefficients and interpretation. For high-dimension problems, classical methods are not reliable because of a large number of predictor variable...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008