Communications for Statistical Applications and Methods

  • 제7권3호
  • /
  • Pages.667-676
  • /
  • 2000
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Identifying Multiple Leverage Points ad Outliers in Multivariate Linear Models

  • Yoo, Jong-Young (Department of Computer Science and Statistics, Yongin University)
  • 발행 : 2000.12.01
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초록

This paper focuses on the problem of detecting multiple leverage points and outliers in multivariate linear models. It is well known that he identification of these points is affected by masking and swamping effects. To identify them, Rousseeuw(1985) used robust estimators of MVE(Minimum Volume Ellipsoids), which have the breakdown point of 50% approximately. And Rousseeuw and van Zomeren(1990) suggested the robust distance based on MVE, however, of which the computation is extremely difficult when the number of observations n is large. In this study, e propose a new algorithm to reduce the computational difficulty of MVE. The proposed method is powerful in identifying multiple leverage points and outlies and also effective in reducing the computational difficulty of MVE.

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참고문헌

  1. Journal of American Statistical Association v.89 A Simple Dynamic Graphical Diagnostics Method for Almost Any Model Easton, G.S.
  2. Journal of the Royal Statistical Society, Ser. B v.54 Identifying Multiple Outliers in Multivariate Data Hadi, A.S.
  3. Journal of American Statistical Association v.75 Procudures for the Identification of Multiple Outliers in Linear Models Hadi, A.S.;Simonoff, J.S.
  4. American Statistician v.32 The hat matrix in regression and ANOVA Hoaglin, D.C.;Welsch, R.E.
  5. In Mathematical Statistics and applications v.B Multivariate estimation with high breakdown points Rousseeuw, P.J.;W. Grossman(ed.);G. Pflug(ed.);I. Vincze(ed.);W. Wertz(ed.)
  6. Robust Regression and Outlier Detection Rousseeuw, R.J.;Leroy, A.M.
  7. Journal of American Statistical Association v.75 Unmasking multivatiate outliers and leverage points(with comments) Rousseeuw, P.J.;van Zomeren, B.C.
  8. The Korean Communication in Statistics v.3 no.3 A Study of Hadi and Simonoff's Identifying Multiple Outliers Method Yoo, J.Y.;Kim, H.C.
  9. The Korea Journal of Applied Statistics v.10 no.2 Dynamic Graphics Approach for Regression Diagnostics System(REDS) Yoo, J.Y.;Ahn, K.S.;Huh, M.Y.