Outliers in multivariate regression models. (Q1264519)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outliers in multivariate regression models. |
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Outliers in multivariate regression models. (English)
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29 September 1998
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Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where \(n\) is the number of observations. Relevant distributions to use upper and lower Bonferroni's inequalities are given.
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outlier
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mean shift model
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Bonferroni inequality
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growth curve model
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GMANOVA
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