Identification of outliers in a one-way random effects model

We distinguish between three types of outliers in a one-way random effects model. These are formally described in terms of their position relative to the main part of the observations. We propose simple rules for identifying such outliers and give an example which involves median-based statistics.

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Year of publication:	2000
Authors:	Wellmann, Jürgen ; Gather, Ursula
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	mixed linear model variance components \| random effects \| robust statistics \| median \| median absolute deviation

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 2000,47
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010982311