Finding the Outliers that Matter
Journal of the Royal Statistical Society Series B (Statistical Methodology)Published 1 September 1978
David Andrews, Daryl Pregibon
Citations295
SJR quartileQ1
SJR score3.31
SNIP2.48
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Abstract
Summary A method is proposed for examining a linear model for the presence of one or more important outliers—deviant observations which have a potentially large influence on the resulting parameter estimates. For this purpose, a new statistic is proposed and its distributional properties are discussed. The method itself is exploratory in nature, but exact significance tests are available. Several examples illustrate the method. Computational aspects are discussed.
Keywords
MathematicsEconomics, Econometrics and Finance
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