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A Note on Maximum Likelihood Ratio Test of No Outliers in Regression Models
Author(s) -
Paul S. R.
Publication year - 1986
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.4710280809
Subject(s) - statistics , outlier , likelihood ratio test , mathematics , maximum likelihood , regression analysis , restricted maximum likelihood , regression , econometrics , score test , linear regression
A derivation of the maximum likelihood ratio test for testing no outliers in regression models is given using the method of WETHERILL (1981, pp. 106–107) for estimating the regression parameters. This method is essentially similar to the one outlined in BARNETT and LEWIS (1978, p. 263), although by our detailed derivation it is easier to see that the maximum likelihood estimate of θ of model (3) under the hypothesis that the i th observation in an outlier is the same as that obtained from model (1) when the i th observation is removed.