Outliers in Multivariate Regression Models

Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant distributions to use upper and lower Bonferroni's inequalities are given.

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Year of publication:	1998
Authors:	Srivastava, Muni S. ; von Rosen, Dietrich
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 65.1998, 2, p. 195-208
Publisher:	Elsevier
Subject:	outlier \| mean shift model \| Bonferroni inequality \| growth curve model \| GMANOVA

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152808