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Delete-2 and delete-3 jackknife procedures for unmasking in regression

Martin, Michael; Roberts, Steven; Zheng, Letian

Description

Single-case deletion regression diagnostics have been used widely to discover unusual data points, but such approaches can fail in the presence of multiple unusual data points and as a result of masking. We propose a new approach to the use of single-case deletion diagnostics that involves applying these diagnostics to delete-2 and delete-3 jackknife replicates of the data, and considering the percentage of times among these replicates that points are flagged as unusual as an indicator of their...[Show more]

dc.contributor.authorMartin, Michael
dc.contributor.authorRoberts, Steven
dc.contributor.authorZheng, Letian
dc.date.accessioned2015-12-07T22:18:55Z
dc.identifier.issn1369-1473
dc.identifier.urihttp://hdl.handle.net/1885/19063
dc.description.abstractSingle-case deletion regression diagnostics have been used widely to discover unusual data points, but such approaches can fail in the presence of multiple unusual data points and as a result of masking. We propose a new approach to the use of single-case deletion diagnostics that involves applying these diagnostics to delete-2 and delete-3 jackknife replicates of the data, and considering the percentage of times among these replicates that points are flagged as unusual as an indicator of their influence. By considering replicates that exclude certain collections of points, subtle masking effects can be uncovered.
dc.publisherBlackwell Publishing Ltd
dc.sourceAustralian and New Zealand Journal of Statistics
dc.subjectKeywords: DFBETAS; DFFITS; Influential points; Masking; Outliers; Single-case deletion regression diagnostics
dc.titleDelete-2 and delete-3 jackknife procedures for unmasking in regression
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume52
dc.date.issued2010
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationu8517524xPUB6
local.type.statusPublished Version
local.contributor.affiliationMartin, Michael, College of Business and Economics, ANU
local.contributor.affiliationRoberts, Steven, College of Business and Economics, ANU
local.contributor.affiliationZheng, Letian, College of Business and Economics, ANU
local.bibliographicCitation.issue1
local.bibliographicCitation.startpage45
local.bibliographicCitation.lastpage60
local.identifier.doi10.1111/j.1467-842X.2009.00565.x
dc.date.updated2016-02-24T11:40:40Z
local.identifier.scopusID2-s2.0-77949902989
CollectionsANU Research Publications

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