Procedures for the identification of multiple influential observations in linear regression
Mathematics & Actuarial Science Department
Find in your Library
Journal of Applied Statistics
Since the seminal paper by Cook (1977) in which he introduced Cook's distance, the identification of influential observations has received a great deal of interest and extensive investigation in linear regression. It is well documented that most of the popular diagnostic measures that are based on single-case deletion can mislead the analysis in the presence of multiple influential observations because of the well-known masking and/or swamping phenomena. Atkinson (1981) proposed a modification of Cook's distance. In this paper we propose a further modification of the Cook's distance for the identification of a single influential observation. We then propose new measures for the identification of multiple influential observations, which are not affected by the masking and swamping problems. The efficiency of the new statistics is presented through several well-known data sets and a simulation study. © 2013 Taylor & Francis.
Hadi, A. S.
(2014). Procedures for the identification of multiple influential observations in linear regression. Journal of Applied Statistics, 41(6), 1315–1331.
Nurunnabi, A. A.M., et al.
"Procedures for the identification of multiple influential observations in linear regression." Journal of Applied Statistics, vol. 41,no. 6, 2014, pp. 1315–1331.