This paper reviews models for the occurrence of outliers in data from the linear model. The Bayesian analyses are all closely similar in form, but differ in the way they treat suspected outliers. The models are compared on Darwin's data and one of them is used on data from a 25 factorial experiment.
The question on how many outliers are present involves comparison of models with different number of parameters. A solution using proper priors on all parameters is given. On two trial datasets it is found insensitive to choice of priors on all except the parameters representing the amount of contamination in the outliers. Here, choice of even a slightly wrong prior can be very misleading. Moreover, it is difficult to choose an appropriate prior when contaminations can be both positive or negative.
@article{urn:eudml:doc:40833,
title = {On the number of outliers in data from a linear model.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {31},
year = {1980},
pages = {349-365},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40833}
}
Freeman, Peter R. On the number of outliers in data from a linear model.. Trabajos de Estadística e Investigación Operativa, Tome 31 (1980) pp. 349-365. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40833/