login

Detection of Influential Observation in Linear Regression

TechnometricsPublished 1 February 2000
R. Dennis Cook
Citations2,304
SJR quartileQ1
SJR score1.41
SNIP1.93

Abstract

A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.

Keywords

MathematicsDecision Sciences