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Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis

Due to the fact that mediation model involves several linear regression equations, there is concern not only when the data contain observations that are extreme in the response variable but also in the regressor space, namely the leverage points. The Diagnostic Robust Generalized Potentials (DRGP) p...

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主要な著者: Fitrianto, Anwar, Midi, Habshah
フォーマット: 論文
言語:English
出版事項: IDOSI Publications 2010
オンライン･アクセス:http://psasir.upm.edu.my/id/eprint/44502/1/Diagnostic-robust%20generalized%20potentials%20for%20identifying%20high%20leverage%20points%20in%20mediation%20analysis.pdf
http://psasir.upm.edu.my/id/eprint/44502/
https://www.idosi.org/wasj/wasj11(8)2010.htm
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id my.upm.eprints.44502
record_format eprints
spelling my.upm.eprints.445022020-08-04T02:20:53Z http://psasir.upm.edu.my/id/eprint/44502/ Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis Fitrianto, Anwar Midi, Habshah Due to the fact that mediation model involves several linear regression equations, there is concern not only when the data contain observations that are extreme in the response variable but also in the regressor space, namely the leverage points. The Diagnostic Robust Generalized Potentials (DRGP) procedure in multiple linear regression incorporated the Robust Mahanalobis Distance based on the minimum volume ellipsoid and uses Median Absolute Deviation as its cut-off points. In this paper, a slight modification to the DRGP is proposed and we call it ModDRGP. The ModDRGP is applied to the mediation model. The performance of our proposed ModDRGP is evaluated based on Monte Carlo simulation study. The simulation results suggest that ModDRGP has improved the accuracy of the identification of high leverage points when the percentage of high leverage points is medium or high. The method can also be used for the identification of high leverage points in multiple mediation models, as well. IDOSI Publications 2010 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/44502/1/Diagnostic-robust%20generalized%20potentials%20for%20identifying%20high%20leverage%20points%20in%20mediation%20analysis.pdf Fitrianto, Anwar and Midi, Habshah (2010) Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis. World Applied Sciences Journal, 11 (8). pp. 979-987. ISSN 1818-4952; ESSN: 1991-6426 https://www.idosi.org/wasj/wasj11(8)2010.htm
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description Due to the fact that mediation model involves several linear regression equations, there is concern not only when the data contain observations that are extreme in the response variable but also in the regressor space, namely the leverage points. The Diagnostic Robust Generalized Potentials (DRGP) procedure in multiple linear regression incorporated the Robust Mahanalobis Distance based on the minimum volume ellipsoid and uses Median Absolute Deviation as its cut-off points. In this paper, a slight modification to the DRGP is proposed and we call it ModDRGP. The ModDRGP is applied to the mediation model. The performance of our proposed ModDRGP is evaluated based on Monte Carlo simulation study. The simulation results suggest that ModDRGP has improved the accuracy of the identification of high leverage points when the percentage of high leverage points is medium or high. The method can also be used for the identification of high leverage points in multiple mediation models, as well.
format Article
author Fitrianto, Anwar
Midi, Habshah
spellingShingle Fitrianto, Anwar
Midi, Habshah
Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
author_facet Fitrianto, Anwar
Midi, Habshah
author_sort Fitrianto, Anwar
title Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
title_short Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
title_full Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
title_fullStr Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
title_full_unstemmed Diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
title_sort diagnostic-robust generalized potentials for identifying high leverage points in mediation analysis
publisher IDOSI Publications
publishDate 2010
url http://psasir.upm.edu.my/id/eprint/44502/1/Diagnostic-robust%20generalized%20potentials%20for%20identifying%20high%20leverage%20points%20in%20mediation%20analysis.pdf
http://psasir.upm.edu.my/id/eprint/44502/
https://www.idosi.org/wasj/wasj11(8)2010.htm
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score 13.251813

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