Robust diagnostic regression analysis
This book presents highly informative graphical methods to understand how a fitted regression model depends on individual observations and/or on groups of observations. The approach taken is a combination of robust methods, data diagnostics and computer graphics. The book is intended to be accessible to students and practitioners, and at the same time provides useful material for professional statisticians. Elementary outline of the necessary theory is provided as appropriate. The book is more or less self-contained. It appears to be suitable as a text book for a second course in data analysis and regression modelling. The main idea underlying the methods presented in the book is the following. Any given data set may be viewed as consisting of a subset of data that is more or less conform to the model being fitted and the remaining data that do not conform to the model are outlying observations. Conventional model fitting uses all of the data in obtaining a fit. This results in masking of the effects of individual data values in determining the fit and the actual structure present in the data is often left unrevealed. Rather than the conventional approach, the authors propose to use a \textit{Forward Analysis} or \textit{Forward Search}, which consists of robust fitting of the model to an appropriately chosen subset of the data, calculating residuals corresponding to all the data values based on this fit, ordering the data according to the magnitudes of these residuals, and then enlarging the subset of data and refitting the model by successively including data points in the order determined by their residuals. The entire process is monitored graphically by examining plots of various key diagnostic statistics and model inadequacies are identified by visual examination of the plots. Throughout, it is assumed that the response is univariate and that the errors are independently distributed. The book has six chapters, an appendix containing most of the data sets used in the book, a bibliography section, an author index and a subject index. There are several exercises included in each chapter. At the end of each chapter, solutions to these exercises are given. Chapter 1 introduces the idea of forward search in regression using three examples and shows how single and multiple outliers can be identified in a multiple regression analysis. Chapter 2 provides an outline of the theory of regression, develops regression diagnostic statistics, and describes the method of forward search and its properties. In Chapter 3, four more example data sets are analyzed in detail. The discussions include choice of a suitable linear model as well as transformation of the response variable. Chapter 4 is devoted to a discussion of transformation of the response variable to normality. This chapter includes both theory and illustrative examples. Transformation of both the dependent variables and the predictor variables is illustrated via an example. Applications of the forward search approach to nonlinear models and generalized linear models are the topics of Chapter 5 and Chapter 6, respectively. In particular, it is shown how the forward analysis may be applied to contingency tables and to binary data. An S-Plus library of functions for implementing many of the methods presented in the book is available from \url{http://stat.econ.unipr.it/riani/ar}. This makes it very easy for anyone to apply the ideas in the book to conduct exploratory data analysis on any regression data set. By providing a systematic approach for carrying out the forward search analysis and the software needed to implement the methods, the authors have made an important contribution to the field of regression modelling and exploratory data analysis.
- Short-tailed distributions and inliers
- Testing normality in the presence of outliers
- Identifying outliers with sequential fences
- Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach
- Robust analysis of variance: an approach based on the forward search
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- Exploring multivariate data with the forward search.
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Case deletion diagnostics for GMM estimation
- Robust Bayesian regression with the forward search: theory and data analysis
- Robust methods for the analysis of spatially autocorrelated data
- Graphics for studying logistic regression models
- Density estimation of a unimodal continuous distribution in the presence of outliers
- The forward search and data visualization
- Local influence in multilevel regression for growth curves
- Robust analysis of default intensity
- Testing the normality of errors in regression models with a forward approach
- Influence analysis on the direction of optimal response
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- The Box-Cox transformation: review and extensions
- Local influence diagnostics with forward search in regression analysis
- A parametric regression framework for the skew sinh-arcsinh \(t\) distribution
- Multiple deletion diagnostics in beta regression models
- Weighted likelihood estimation of multivariate location and scatter
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
- Correcting outliers in GARCH models: a weighted forward approach
- On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data
- The forward search interactive outlier detection in cointegrated VAR analysis
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Robust confirmatory factor analysis based on the forward search algorithm
- Detecting atypical observations in financial data: the forward search for elliptical copulas
- Robust estimation of efficient mean-variance frontiers
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Robust model selection with flexible trimming
- Monitoring robust regression
- The forward search: theory and data analysis
- On consistency factors and efficiency of robust S-estimators
- A parametric framework for the comparison of methods of very robust regression
- Robust analysis of bibliometric data
- Outliers detection in multivariate spatial linear models
- Analysis of the forward search using some new results for martingales and empirical processes
- An automatic classification and robust segmentation procedure of spatial objects
- Parallelized integrated nested Laplace approximations for fast Bayesian inference
- Three contributions to robust regression diagnostics
- Delete-2 and delete-3 jackknife procedures for unmasking in regression
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen
- Checking normality and homoscedasticity in the general linear model using diagnostic plots
- Introducing prior information into the forward search for regression
- How to marry robustness and applied statistics
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- A diagnostic measure for influential observations in linear regression
- Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
- scientific article; zbMATH DE number 5845558 (Why is no real title available?)
- Transformations and seasonal adjustment
- Robust estimation of a time series model with structural change
- Multiple Linear Regression Model Under Nonnormality
- Procedures for the identification of multiple influential observations in linear regression
- Robust time series analysis through the forward search
- The Forward Search
- Using the forward library in S-plus
- Outlier detection and accommodation in general spatial models
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Joint modelling of location and scale parameters of the t distribution
- Horwitz’s Rule, Transforming Both Sides and the Design of Experiments for Mechanistic Models
- Local influence in multilevel models
- Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust Transformations in Univariate and Multivariate Time Series
- scientific article; zbMATH DE number 3932235 (Why is no real title available?)
- Influence analysis in response surface methodology
- Forward search outlier detection in data envelopment analysis
- Robust Diagnostic Data Analysis: Transformations in Regression
- An Adaptive Estimation of Dimension Reduction Space
- Bayesian Measures of Model Complexity and Fit
- Fast calibrations of the forward search for testing multiple outliers in regression
- New robust dynamic plots for regression mixture detection
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- A mixture-based approach to robust analysis of generalised linear models
- Robust inference in semiparametric spatial-temporal models
- Robust regression analysis: a useful two stage procedure
- Robust simultaneous confidence interval estimation of principal component loadings
- New computational methods for classification problems in the existence of outliers based on conic quadratic optimization
- Optimization of a product performance using mixture experiments
- Identification of multiple influential observations in logistic regression
- Leverage analysis for linear mixed models
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- An outlier-resistant test for heteroscedasticity in linear models
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- scientific article; zbMATH DE number 6441640 (Why is no real title available?)
- ‘The COM‐Poisson model for count data: a survey of methods and applications’ by K. Sellers, S. Borle and G. Shmueli
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Reliable Robust Regression Diagnostics
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- The Use of Prior Information in Very Robust Regression for Fraud Detection
- Analysis of correlated unit-Lindley data based on estimating equations
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
- Modelling biological regions from multi‐species and environmental data
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