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 language | English |
|---|---|
| Pages (from-to) | 223-243 |
| Number of pages | 21 |
| Journal | Computational Statistics |
| Volume | 11 |
| Issue number | 3 |
| State | Published - 1996 |
Keywords
- Breakdown
- Efficiency
- Linear model
- Residual plot
- Robust
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Mathematics