• Title/Summary/Keyword: leveage points

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A Confirmation of Identified Multiple Outliers and Leverage Points in Linear Model (다중 선형 모형에서 식별된 다중 이상점과 다중 지렛점의 재확인 방법에 대한 연구)

  • 유종영;안기수
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.269-279
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    • 2002
  • We considered the problem for confirmation of multiple outliers and leverage points. Identification of multiple outliers and leverage points is difficult because of the masking effect and swamping effect. Rousseeuw and van Zomeren(1990) identified multiple outliers and leverage points by using the Least Median of Squares and Minimum Value of Ellipsoids which are high-breakdown robust estimators. But their methods tend to declare too many observations as extremes. Atkinson(1987) suggested a method for confirming of outliers and Fung(1993) pointed out Atkinson method's limitation and proposed another method by using the add-back model. But we analyzed that Fung's method is affected by adjacent effect. In this thesis, we proposed one procedure for confirmation of outliers and leverage points and compared three example with Fung's method.