Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression

Publication Type

Journal Article

Publication Date

1986

Abstract

Five widely used test statistics for detecting outliers and influential observations were studied using Monte Carlo method . The test statistic based on Studentized residuals, with critical values given by Tietjen, Moore and Beckman (1973), appears to be the best procedure for detecting a single outlier in simple linear regression.

Discipline

Economics

Research Areas

Econometrics

Publication

Communications in Statistics: Theory and Methods

Volume

15

Issue

12

First Page

3589

Last Page

3598

ISSN

0361-0926

Identifier

10.1080/03610928608829332

Publisher

Taylor and Francis

Additional URL

https://doi.org/10.1080/03610928608829332

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