Diagnostic plot for the identification of high leverage collinearity-influential observations

被引：0

作者：

Bagheri, Arezoo ^{[1
]}

Midi, Habshah ^{[2
]}

机构：

[1] Natl Populat Studies & Comprehens Management Inst, Tehran, Iran

[2] Univ Putra Malaysia, Fac Sci, Inst Math Res, Dept Math, Serdang 43400, Selangor, Malaysia

来源：

SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS | 2015年 / 39卷 / 01期

关键词：

Collinearity influential observation; diagnostic robust generalized potential; high leverage points; multicollinearity; VARIANCE INFLATION FACTORS; LINEAR-REGRESSION; PERFORMANCE; OUTLIERS; POINTS;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.

引用

页码：51 / 69

页数：19

共 50 条

[1] Diagnostic plot for the identification of high leverage collinearity-influential observations
Bagheri, Arezoo
Midi, Habshah
[J]. SORT, 2015, 39 (01): : 51 - 70
[2] DIAGNOSING COLLINEARITY-INFLUENTIAL OBSERVATIONS
HADI, AS
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1988, 7 (02) : 143 - 159
[3] DETECTION OF COLLINEARITY-INFLUENTIAL OBSERVATIONS
WALKER, E
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1989, 18 (05) : 1675 - 1690
[4] A Novel Collinearity-Influential Observation Diagnostic Measure Based on a Group Deletion Approach
Bagheri, Arezoo
Habshah, M.
Imon, R. H. M. R.
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2012, 41 (08) : 1379 - 1396
[5] Leverage and influential observations on the Liu type estimator in the linear regression model with the severe collinearity
Eledum, Hussein
[J]. HELIYON, 2021, 7 (08)
[6] Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
Nurunnabi, A. A. M.
Nasser, M.
Imon, A. H. M. R.
[J]. JOURNAL OF APPLIED STATISTICS, 2016, 43 (03) : 509 - 525
[7] SAMPLE SIZE IMPACTS ON HIGH LEVERAGE COLLINEARITY-ENHANCING OBSERVATIONS
Bagheri, Arezoo
[J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2015, 49 (03): : 161 - 171
[8] Diagnostics high leverage cases and influential observations in regression analysis
Zhao, JW
[J]. 8TH WORLD MULTI-CONFERENCE ON SYSTEMICS, CYBERNETICS, AND INFORMATICS, VOL XVI, PROCEEDINGS, 2004, : 417 - 422
[9] On the Performance of the Measure for Diagnosing Multiple High Leverage Collinearity-Reducing Observations
Bagheri, Arezoo
Midi, Habshah
[J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2012, 2012
[10] A DIAGNOSTIC PLOT FOR REGRESSION OUTLIERS AND LEVERAGE POINTS
ROUSSEEUW, PJ
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1991, 11 (01) : 127 - 129

← 1 2 3 4 5 →