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

Source

Australian and New Zealand Journal of Statistics

Type

Journal article

Book Title

Entity type

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