论文信息 - Detection of influential observation in linear regression

Detection of influential observation in linear regression

A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.

R. Cook

[1] N. Draper,et al. Applied Regression Analysis , 1966 .

[2] James W. Longley. An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User , 1967 .

[3] Norman R. Draper,et al. Residuals and Their Variance Patterns , 1972 .

[4] H. Trussell,et al. The Distribution of an Arbitrary Studentized Residual and the Effects of Updating in Multiple Regression , 1974 .

[5] Richard E. Lund,et al. Tables for An Approximate Test for Outliers in Linear Models , 1975 .

[6] Robert B. Davies,et al. The effect of errors in the independent variables in linear regression , 1975 .

[7] D. V. Gokhale,et al. A Survey of Statistical Design and Linear Models. , 1976 .