The performance of robust-diagnostic F in the identification of multiple high leverage points

High leverage points have undue effects on the Least Square estimates. They are responsible for misleading conclusions in regression and multicollinearity problems. Hence, it is imperative to detect high leverage points and use robust estimators to estimate the parameters of a regression model, so a...

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Bibliografiska uppgifter
Huvudupphovsmän: Midi, Habshah, Abu Bakar, Nor Mazlina
Materialtyp: Artikel
Språk:English
Publicerad: Pakistan Journal of Statistics 2015
Länkar:http://psasir.upm.edu.my/id/eprint/46660/1/The%20performance%20of%20robust-diagnostic%20F%20in%20the%20identification%20of%20multiple%20high%20leverage%20points.pdf