Showing 1 - 10 of 28
Persistent link: https://www.econbiz.de/10007732557
Persistent link: https://www.econbiz.de/10001989355
Persistent link: https://www.econbiz.de/10005118244
The method of least squares provides the most widely used algorithm for fitting a linear model. A variety of nonparametric procedures have been developed that are designed to be robust against model violations and resistant against aberrant points. One such method introduced by Theil [1950. A...
Persistent link: https://www.econbiz.de/10005223849
Persistent link: https://www.econbiz.de/10001969707
Persistent link: https://www.econbiz.de/10014013644
Since the seminal paper by Cook (1977) in which he introduced Cook's distance, the identification of influential observations has received a great deal of interest and extensive investigation in linear regression. It is well documented that most of the popular diagnostic measures that are based...
Persistent link: https://www.econbiz.de/10010761393
Leverage values are being used in regression diagnostics as measures of unusual observations in the <italic>X</italic>-space. Detection of high leverage observations or points is crucial due to their responsibility for masking outliers. In linear regression, high leverage points (HLP) are those that stand far...
Persistent link: https://www.econbiz.de/10010976101
Persistent link: https://www.econbiz.de/10006629768
Persistent link: https://www.econbiz.de/10006634052