Effects of a single outlier on the coefficient of determination: an empirical study

This article investigates the effects of outliers on the coefficient of determination, R2 which is computed by Ordinary Least Squares (OLS) estimator. It is now evident that the OLS is greatly affected by outliers and hence the R2 is also affected. This problem can be solved by using the robust esti...

全面介绍

书目详细资料
Main Authors: Fitrianto, Anwar, Rana, Md. Sohel, Midi, Habshah, Hydara, Kutub
格式: Conference or Workshop Item
语言:English
出版: AIP Publishing LLC 2014
在线阅读:http://psasir.upm.edu.my/id/eprint/57301/1/Effects%20of%20a%20single%20outlier%20on%20the%20coefficient%20of%20determination%20an%20empirical%20study.pdf