Delete-2 and delete-3 jackknife procedures for unmasking in regression
Date
2010
Authors
Martin, Michael
Roberts, Steven
Zheng, Letian
Journal Title
Journal ISSN
Volume Title
Publisher
Blackwell Publishing Ltd
Abstract
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 influence. By considering replicates that exclude certain collections of points, subtle masking effects can be uncovered.
Description
Keywords
Keywords: DFBETAS; DFFITS; Influential points; Masking; Outliers; Single-case deletion regression diagnostics
Citation
Collections
Source
Australian and New Zealand Journal of Statistics
Type
Journal article