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DELETE-2 AND DELETE-3 JACKKNIFE PROCEDURES FOR UNMASKING IN REGRESSION.

Authors :
MARTIN, MICHAEL A.
ROBERTS, STEVEN
ZHENG, LETIAN
Source :
Australian & New Zealand Journal of Statistics. Mar2010, Vol. 52 Issue 1, p45-60. 16p. 5 Charts.
Publication Year :
2010

Abstract

Single-case deletion regression diagnostics have been used widely to discover unusual data points, but such approaches can fail in the presence of multiple unusual data points and as a result of masking. We propose a new approach to the use of single-case deletion diagnostics that involves applying these diagnostics to delete-2 and delete-3 jackknife replicates of the data, and considering the percentage of times among these replicates that points are flagged as unusual as an indicator of their influence. By considering replicates that exclude certain collections of points, subtle masking effects can be uncovered. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
13691473
Volume :
52
Issue :
1
Database :
Academic Search Index
Journal :
Australian & New Zealand Journal of Statistics
Publication Type :
Academic Journal
Accession number :
48138227
Full Text :
https://doi.org/10.1111/j.1467-842X.2009.00565.x