English, Article edition: The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression M. Habshah; M. R. Norazan; A.H.M. Rahmatullah Imon

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/50350
Physical Description
  • article
Language
  • English

Edition details

Title
  • The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression
Author
  • M. Habshah
  • M. R. Norazan
  • A.H.M. Rahmatullah Imon
Physical Description
  • article
Notes
  • Leverage values are being used in regression diagnostics as measures of influential observations in the $X$-space. Detection of high leverage values is crucial because of their responsibility for misleading conclusion about the fitting of a regression model, causing multicollinearity problems, masking and/​or swamping of outliers, etc. Much work has been done on the identification of single high leverage points and it is generally believed that the problem of detection of a single high leverage point has been largely resolved. But there is no general agreement among the statisticians about the detection of multiple high leverage points. When a group of high leverage points is present in a data set, mainly because of the masking and/​or swamping effects the commonly used diagnostic methods fail to identify them correctly. On the other hand, the robust alternative methods can identify the high leverage points correctly but they have a tendency to identify too many low leverage points to be points of high leverages which is not also desired. An attempt has been made to make a compromise between these two approaches. We propose an adaptive method where the suspected high leverage points are identified by robust methods and then the low leverage points (if any) are put back into the estimation data set after diagnostic checking. The usefulness of our newly proposed method for the detection of multiple high leverage points is studied by some well-known data sets and Monte Carlo simulations.
  • diagnostic-robust generalized potentials, group deletion, high leverage points, masking, robust Mahalanobis distance, minimum volume ellipsoid, Monte Carlo simulation,
  • RePEc:taf:japsta:v:36:y:2009:i:5:p:507-520
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment