Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression

Citation

Midi, Habshah and Ismaeel, Shelan Saied (2018) Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression. Journal of Statistics and Management System, 21 (6). 1003 - 1019. ISSN 0972-0510; ESSN: 2169-0014

Abstract

High leverage points in the data set have massive effect in linear regression. Identifications of high leverage points (HLP) is very important due to their effect of causing wrong conclusion in regression model. The Diagnostic Robust Generalized Potential based on Index Set Equality IDRGP (ISE) is very successful in identifying high leverage points with less running time. However, it still reveals smaller rate of masking and swamping. A fast Improvised method for the identification of High Leverage Point is proposed to reduce the effect of swamping and masking at a faster rate of running time. The results of the simulation study show the merit of our proposed method.

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Official URL or Download Paper: https://www.tandfonline.com/doi/abs/10.1080/097205...

Additional Metadata

Item Type:	Article
Divisions:	Faculty of Science
DOI Number:	https://doi.org/10.1080/09720510.2018.1466443
Keywords:	Masking; Swamping; Index Set Equality; Improvised Diagnostic Robust Generalized Potential
Depositing User:	Nurul Ainie Mokhtar
Date Deposited:	30 Jan 2021 01:47
Last Modified:	30 Jan 2021 01:47
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/09720510.2018.1466443
URI:	http://psasir.upm.edu.my/id/eprint/72736
Statistic Details:	View Download Statistic

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