Two steps robust Mahanalobis method for identification of multiple high leverage points
Problem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Science Publications
2009
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/17502/1/Two%20steps%20robust%20Mahanalobis%20method%20for%20identification%20of%20multiple%20high%20leverage%20points.pdf |