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
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	mixed linear model variance components \| random effects \| robust statistics \| median \| median absolute deviation

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Series:	Technical Report ; 2000,47
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	757638295 [GVK] hdl:10419/77358 [Handle] RePEc:zbw:sfb475:200047 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316701