Multiple outliers detection procedures in linear regression
This paper describes a procedure for identifying multiple outliers in linear regression. This procedure uses a robust fit which is the least of trimmed of squares (LTS) and the single linkage clustering method to obtain the potential outliers. Then multiple-case diagnostics are used to obtain the ou...
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| Format: | Article |
| Language: | en |
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Faculty of Science
2003
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| Online Access: | http://eprints.utm.my/1193/1/RobiahAdnan2003_MultipleOutliersDetectionProcedures.pdf http://eprints.utm.my/1193/ http://www.fs.utm.my/matematika/content/view/79/31/ |
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| _version_ | 1845470420676902912 |
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| author | Adnan, Robiah Mohamad, Mohd Nor Setan, Halim |
| author_facet | Adnan, Robiah Mohamad, Mohd Nor Setan, Halim |
| author_sort | Adnan, Robiah |
| building | UTM Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Malaysia |
| content_source | UTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | This paper describes a procedure for identifying multiple outliers in linear regression. This procedure uses a robust fit which is the least of trimmed of squares (LTS) and the single linkage clustering method to obtain the potential outliers. Then multiple-case diagnostics are used to obtain the outliers from these potential outliers. The performance of this procedure is also compared to Serbert's method. Monte Carlo simulations are used in determining which procedure performed best in all of the linear regression scenarios |
| format | Article |
| id | my.utm.eprints-1193 |
| institution | Universiti Teknologi Malaysia |
| language | en |
| publishDate | 2003 |
| publisher | Faculty of Science |
| record_format | eprints |
| spelling | my.utm.eprints-11932010-08-13T01:38:07Z http://eprints.utm.my/1193/ Multiple outliers detection procedures in linear regression Adnan, Robiah Mohamad, Mohd Nor Setan, Halim TA Engineering (General). Civil engineering (General) This paper describes a procedure for identifying multiple outliers in linear regression. This procedure uses a robust fit which is the least of trimmed of squares (LTS) and the single linkage clustering method to obtain the potential outliers. Then multiple-case diagnostics are used to obtain the outliers from these potential outliers. The performance of this procedure is also compared to Serbert's method. Monte Carlo simulations are used in determining which procedure performed best in all of the linear regression scenarios Faculty of Science 2003-06 Article PeerReviewed application/pdf en http://eprints.utm.my/1193/1/RobiahAdnan2003_MultipleOutliersDetectionProcedures.pdf Adnan, Robiah and Mohamad, Mohd Nor and Setan, Halim (2003) Multiple outliers detection procedures in linear regression. Matematika, 19 (1). pp. 29-45. ISSN 0127-8274 http://www.fs.utm.my/matematika/content/view/79/31/ |
| spellingShingle | TA Engineering (General). Civil engineering (General) Adnan, Robiah Mohamad, Mohd Nor Setan, Halim Multiple outliers detection procedures in linear regression |
| title | Multiple outliers detection procedures in linear regression |
| title_full | Multiple outliers detection procedures in linear regression |
| title_fullStr | Multiple outliers detection procedures in linear regression |
| title_full_unstemmed | Multiple outliers detection procedures in linear regression |
| title_short | Multiple outliers detection procedures in linear regression |
| title_sort | multiple outliers detection procedures in linear regression |
| topic | TA Engineering (General). Civil engineering (General) |
| url | http://eprints.utm.my/1193/1/RobiahAdnan2003_MultipleOutliersDetectionProcedures.pdf http://eprints.utm.my/1193/ http://www.fs.utm.my/matematika/content/view/79/31/ |
| url_provider | http://eprints.utm.my/ |