Universiti Teknologi Malaysia Institutional Repository

Multiple outliers detection procedures in linear regression

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

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Official URL: http://www.fs.utm.my/matematika/content/view/79/31...

Abstract

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

Item Type:Article
Uncontrolled Keywords:Multiple outliers, linear regression, robust fit, least trimmed of squares, single linkage
Subjects:T Technology > TA Engineering (General). Civil engineering (General)
Divisions:Geoinformation Science And Engineering (Formerly known)
ID Code:1193
Deposited By: En. Tajul Ariffin Musa
Deposited On:01 Mar 2007 03:01
Last Modified:13 Aug 2010 01:38

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