Outlier Detection Methods in Multivariate Regression Models
نویسندگان
چکیده
Outlier detection statistics based on two models, the case-deletion model and the mean-shift model, are developed in the context of a multivariate linear regression model. These are generalizations of the univariate Cook’s distance and other diagnostic statistics. Approximate distributions of the proposed statistics are also obtained to get suitable cutoff points for significance tests. In addition, a simulation study has been conducted to examine the performance of these two approximate distributions. The methods are applied to a set of data to illustrate the multiple outlier detection procedure in multivariate linear regression models. key words: likelihood displacement; likelihood ratio; multivariate regression; outlier detection.
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