回归中异常值和影响观测值的两种图形展示方法

Two Graphical Displays for Outlying and Influential Observations in Regression

Biometrika · 1981
被引 30
ABS 4

中文导读

描述了两种检测多元回归中响应变量或解释变量异常值的方法,通过半正态图加模拟包络线避免过度解读,并用经典数据集演示了数据变换和与稳健回归的关系。

Abstract

The paper describes two procedures for detecting observations with outlying values either in the response variable or in the explanatory variables in multiple regression. These procedures are presented as half normal plots with envelopes derived from simulation in order to avoid overinterpretation of the data. Analysis of a well-known data set leads to the use of a data transformation, a simple test for which is commended, and to some comments on the relationship with robust regression.

回归分析统计诊断计量经济学数据可视化