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- W820123901 abstract "In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate." @default.
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- W820123901 date "2003-01-01" @default.
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- W820123901 title "The Scale Ratio Testing of Multiple Outliers in Linear Regression" @default.
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