The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression

DOI10.1080/02664760802553463zbMath1473.62239MaRDI QIDQ3184464

A. H. M. R. Imon, M. Habshah, M. R. Norazan

Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/17260/1/The%20performance%20of%20diagnostic.pdf

zbMATH Keywords

Monte Carlo simulation; masking; high leverage points; minimum volume ellipsoid; diagnostic-robust generalized potentials; group deletion; robust Mahalanobis distance

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

62J20: Diagnostics, and linear inference and regression