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Detection of Influential Observation in Linear Regression
Abstract
A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.
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Research works printed but not linked: 8
- Beckman R. J., 1974, Journal of the American Statistical Association, 69, 199, 10.1080/01621459.1974.10480152 · DOI
- Behnken D. W., 1972, Technometrics, 14, 102, 10.1080/00401706.1972.10488887 · doi:10.1080/00401706.1972.10488887
- Box G. E. P., 1975, Biometrika, 62, 347, 10.1093/biomet/62.2.347 · doi:10.1093/biomet/62.2.347
- Davies R. B., 1975, Biometrika, 62, 383, 10.2307/2335377 · doi:10.2307/2335377
- Draper N. R., 1966, Applied Regression Analysis
- Huber P. J., 1975, Robustness and Designs. A Survey of Statistical Design and Linear Models
- Longley J. W., 1967, Journal of the American Statistical Association, 62, 819, 10.1080/01621459.1967.10500896 · doi:10.1080/01621459.1967.10500896
- Lund R. E., 1975, Technometrics, 17, 473, 10.1080/00401706.1975.10489374 · doi:10.1080/00401706.1975.10489374
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Beta regression for modelling rates and proportions
Ferrari, S., & Cribari-Neto, F. (2004) · Journal of Applied Statistics · doi:10.1080/0266476042000214501 · Cited by 3,055
Kane, M. J., Hambrick, D. Z., Tuholski, S. W., Wilhelm, O., Payne, T. W., & Engle, R. W. (2004) · Journal of Experimental Psychology: General · doi:10.1037/0096-3445.133.2.189 · Cited by 1,679
Understanding Black-box Predictions via Influence Functions
Koh, P. W., & Liang, P. (2017) · arXiv · doi:10.48550/arxiv.1703.04730 · Cited by 1,514
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Metadata
- Authors
- Cook, R. D.
- Venue
- Technometrics
- Publisher
- JSTOR
- Published
- 2000-02
- Volume
- 42
- Issue
- 1
- Pages
- 65
- ISSN
- 0040-1706 (ISSN-L)
- OpenAlex
- W1998613841
- Cited by
- 2,269
- References
- 0
- FWCI
- 54.02
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
