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- W2043857025 abstract "A cluster methodology, motivated by a robust similarity matrix is proposed for identifying likely multivariate outlier structure and to estimate weighted least-square (WLS) regression parameters in linear models. The proposed method is an agglomeration of procedures that begins from clustering the n-observations through a test of ‘no-outlier hypothesis’ (TONH) to a weighted least-square regression estimation. The cluster phase partition the n-observations into h-set called main cluster and a minor cluster of size n−h. A robust distance emerge from the main cluster upon which a test of no outlier hypothesis’ is conducted. An initial WLS regression estimation is computed from the robust distance obtained from the main cluster. Until convergence, a re-weighted least-squares (RLS) regression estimate is updated with weights based on the normalized residuals. The proposed procedure blends an agglomerative hierarchical cluster analysis of a complete linkage through the TONH to the Re-weighted regression estimation phase. Hence, we propose to call it cluster-based re-weighted regression (CBRR). The CBRR is compared with three existing procedures using two data sets known to exhibit masking and swamping. The performance of CBRR is further examined through simulation experiment. The results obtained from the data set illustration and the Monte Carlo study shows that the CBRR is effective in detecting multivariate outliers where other methods are susceptible to it. The CBRR does not require enormous computation and is substantially not susceptible to masking and swamping." @default.
- W2043857025 created "2016-06-24" @default.
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- W2043857025 date "2014-12-24" @default.
- W2043857025 modified "2023-09-26" @default.
- W2043857025 title "Cluster-based multivariate outlier identification and re-weighted regression in linear models" @default.
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- W2043857025 doi "https://doi.org/10.1080/02664763.2014.993366" @default.
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