Techniques are presented for stepwise selection of observations in order of discrepancy from a linear model, and for assigning a $P$ value to each selected observation. A general class of criteria for discrepancy is defined, and leading members of the class are discussed. Two ways to define the sequence of $P$ values for a general selection criterion are discussed, and their relative advantages are compared. The techniques are illustrated on several data sets using only the computationally simpler of the two approaches to $P$ values.
Publié le : 1981-09-14
Classification:
Linear models,
regression,
outliers,
residuals,
influence,
62J05,
62F07
@article{1176345575,
author = {Dempster, A. P. and Gasko-Green, M.},
title = {New Tools for Residual Analysis},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 945-959},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345575}
}
Dempster, A. P.; Gasko-Green, M. New Tools for Residual Analysis. Ann. Statist., Tome 9 (1981) no. 1, pp. 945-959. http://gdmltest.u-ga.fr/item/1176345575/