کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417222 681468 2008 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Trimming influential observations for improved single-index model estimated sufficient summary plots
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Trimming influential observations for improved single-index model estimated sufficient summary plots
چکیده انگلیسی

The detection and subsequent treatment of influential observations have been well covered with respect to ordinary least squares (OLS) under an assumed multiple linear regression (MLR) model using measures such as Cook’s Distance. However, OLS can be shown to be a useful method under a much wider variety of models. The purpose of this paper is twofold. Firstly we introduce a new diagnostic, similar to Cook’s Distance, that is useful for detecting influential observations under an assumed single-index model. Secondly we show, via simulation, how trimming observations according to such diagnostics can greatly benefit the analysis even when no gross outliers are evident.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 12, 15 August 2008, Pages 5319–5327
نویسندگان
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