Diagnostics to detect differences in Robust fits of linear models

Joseph W. McKean, Joshua D. Naranjo, Simon J. Sheather

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

How much do influential data points affect the resulting estimates? To which fitted values do they make a difference? We propose diagnostics which help answer these questions by measuring the difference in fits between a highly efficient estimate and a highly robust estimate. The diagnostics are intended to expose the critical few observations that make a difference in the analysis. Further analyses may depend on how much weight these points should have, after closer inspection by the investigator.

Original languageEnglish
Pages (from-to)223-243
Number of pages21
JournalComputational Statistics
Volume11
Issue number3
StatePublished - 1996

Keywords

  • Breakdown
  • Efficiency
  • Linear model
  • Residual plot
  • Robust

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

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