Abstract
We evaluate several published techniques to detect multiple outliers in linear regression using an extensive Monte Carlo simulation. These procedures include both direct methods from algorithms and indirect methods from robust regression estimators. We evaluate the impact of outlier density and geometry, regressor variable dimension, and outlying distance in both leverage and residual on detection capability and false alarm (swamping) probability. The simulation scenarios focus on outlier configurations likely to be encountered in practice and use a designed experiment approach. The results for each scenario provide insight and limitations to performance for each technique. Finally, we summarize each procedure's performance and make recommendations.
Original language | English (US) |
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Pages (from-to) | 351-382 |
Number of pages | 32 |
Journal | Computational Statistics and Data Analysis |
Volume | 36 |
Issue number | 3 |
DOIs | |
State | Published - May 28 2001 |
Keywords
- Minimum volume ellipsoid
- Monte Carlo simulation
- Multiple outliers
- Outlier
- Robust regression
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics