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)
Date: |
2015 |
Abstract: |
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. |
Rights: |
Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, 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. |
Language: |
Anglès |
Document: |
Article ; recerca ; Versió publicada |
Subject: |
Collinearity influential observation ;
High lever-age points ;
Multicollinearity ;
Diagnostic robust generalized potential |
Published in: |
SORT : statistics and operations research transactions, Vol. 39 Núm. 1 (January-June 2015) , p. 51-70 (Articles) , ISSN 2013-8830 |
Adreça alternativa: https://raco.cat/index.php/SORT/article/view/294377
The record appears in these collections:
Articles >
Published articles >
SORTArticles >
Research articles
Record created 2015-06-25, last modified 2024-05-21