Title

An Empirical Comparison of Some Statistics for Identifying Outliers and Influential Observations in Linear Regression Models

Publication Type

Journal Article

Publication Date

1987

Abstract

This paper reports the results of an empirical study of applying seven commonly used methods for identifying outliers and influential observations in linear regression models to six well-known data sets in the literature. The results show that the methods do not always agree. Observations which are detected as ‘significantly influential’ may only moderately affect the parameter estimates when they are removed from the regression. Combinations of procedures should be judiciously used in empirical studies.

Discipline

Economics

Research Areas

Econometrics

Publication

Journal of Applied Statistics

Volume

14

Issue

2

First Page

177

Last Page

184

ISSN

0266-4763

Identifier

10.1080/02664768700000022

Publisher

Taylor and Francis

Additional URL

http://dx.doi.org/10.1080/02664768700000022

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