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Choosing a base for the BLUS vector
Author(s) -
Evans M.A.
Publication year - 1988
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1988.tb01520.x
Subject(s) - leverage (statistics) , base (topology) , residual , computer science , mathematical optimization , mathematics , algorithm , data mining , artificial intelligence , mathematical analysis
A mechanism is proposed for identifying the ‘optimal’ base for the BLUS residual vector, which involves discarding from estimation the potentially disruptive high leverage observations of the regressor matrix.