Per citar aquest document: http://ddd.uab.cat/record/132927
Diagnostic plot for the identification of high leverage collinearity-influential observations
Bagheri, Arezoo (National Population Studies & Comprehensive Management Institute (Teheran, Iran))
Midi, Habshah (Universiti Putra Malaysia. Department of Mathematics)

Data: 2015
Resum: High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.
Drets: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Llengua: Anglès.
Document: article ; recerca ; publishedVersion
Matèria: Collinearity influential observation ; High lever-age points ; Multicollinearity. ; Diagnostic robust generalized potential
Publicat a: SORT : statistics and operations research transactions, Vol. 39 Núm. 1 (January-June 2015) , p. 51-70 (Articles) , ISSN 1696-2281

Adreça original: http://www.raco.cat/index.php/SORT/article/view/294377


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