A Note on an Alternative Outlier Model
Journal of the Royal Statistical Society Series B (Statistical Methodology)Published 1 July 1982Open access
R. Dennis Cook, Norton Holschuh, Sanford Weisberg
Citations41
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Abstract
Summary This paper examines modelling a single outlier in the normal theory fixed effects linear model as arising from an unknown observation with inflated variance. The maximum likelihood estimates are characterized in terms of standard least squares statistics. The estimated position of the outlier does not necessarily agree with the estimated position under the usual mean slippage outlier model, and an example where they differ is presented. A sufficient and common condition for agreement is given.
Keywords
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