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Regression residuals and test statistics: Assessing naive outlier deletion
Author(s) -
Dupuis Debbie J.,
Hamilton David C.
Publication year - 2000
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315977
Subject(s) - studentized range , studentized residual , outlier , statistics , regression , statistic , residual , test statistic , regression analysis , mathematics , robust regression , econometrics , statistical hypothesis testing , standard error , algorithm
The authors derive the joint distributions of a studentized deleted residual and various regression quantities, calculated with all the data or with one case deleted. They show that the correlation between the studentized deleted residual and the deleted test statistic has an interesting interpretation in terms of well‐known regression quantities. These results allow them to examine the effect of applying some naive outlier deletion methods before making inferences about a regression parameter.