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Critical Values of ‘Maximum Studentized Residual’ Statistics in Multiple Linear Regression
Author(s) -
Paul S. R.
Publication year - 1985
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710270217
Subject(s) - studentized range , studentized residual , mathematics , statistics , statistic , residual , linear regression , outlier , test statistic , regression analysis , statistical hypothesis testing , standard error , algorithm
In multiple linear regression, test for the discordancy of a single outlier in the response variable is usually based on the ‘maximum studentized residual’ statistic. Exact critical values for the test statistic t are not available. Upper bounds for the critical values have been found by S RIKANTAN (1961), P RESCOTT (1975) and L UND (1975). In this note we show that all these upper bounds are algebraically equivalent.