2005
DOI: 10.1080/02664760500054418
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Joint impact of multiple observations on a subset of variables in multiple linear regression

Abstract: In multiple linear regression analysis, each observation affects the fitted regression equation differently and has varying influences on the regression coefficients of the different variables. Chatterjee & Hadi (1988) have proposed some measures such as DSSEij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), Fj (Partial F-test for the jth variable) and Fj(i) (Partial F-test for the jth variable omitting the ith observation) to show the joint impact and t… Show more

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Cited by 3 publications
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“…Multiple-case deletion was described by Belsley, Kuh, and Welsch (1980) and in recent years, due to rapid increases in computing speed, has become an active area of research-see, for example, Pena and Yohai (1999), Becker and Gather (2001), Park, Lee, and Jung (2005), Pena (2005), Martin and Roberts (2009), and Martin, Roberts, and Zheng (2010). However, even with today's abundant computing resources, multiple-deletion statistics are computationally expensive for even moderately sized datasets.…”
Section: Introductionmentioning
confidence: 97%
“…Multiple-case deletion was described by Belsley, Kuh, and Welsch (1980) and in recent years, due to rapid increases in computing speed, has become an active area of research-see, for example, Pena and Yohai (1999), Becker and Gather (2001), Park, Lee, and Jung (2005), Pena (2005), Martin and Roberts (2009), and Martin, Roberts, and Zheng (2010). However, even with today's abundant computing resources, multiple-deletion statistics are computationally expensive for even moderately sized datasets.…”
Section: Introductionmentioning
confidence: 97%
“…Haslett & Haslett (2007) described some efficient methods for computing deletion diagnostics in the context of conditional residuals from even non‐full‐rank general linear models, without the need for model re‐fitting. The problem of detecting multiple, possibly masked, unusual data points in regression is a topic of considerable recent research interest – see, for example, Peña & Yohai (1999), Becker & Gather (2001), Peña (2005) and Park et al (2005).…”
Section: Introductionmentioning
confidence: 99%