THE MAXIMUM SIZE OF STANDARDIZED AND INTERNALLY STUDENTIZED RESIDUALS IN REGRESSION-ANALYSIS

被引：21

作者：

GRAY, JB

WOODALL, WH

机构：

来源：

AMERICAN STATISTICIAN | 1994年 / 48卷 / 02期

关键词：

LEVERAGE; MULTIPLE LINEAR REGRESSION; OUTLIER; RESIDUAL ANALYSIS;

D O I：

10.2307/2684258

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Shiffler (1988) showed that the magnitude of the largest Z score in a univariate data set is bounded above by (n - 1)/square-root n. Similar bounds hold for standardized and internally studentized residuals in regression analysis. The implications of these bounds for outlier identification in regression do not appear to be widely recognized. Many regression textbooks contain recommendations for residual analysis that are not appropriate in light of these results.

引用

页码：111 / 113

页数：3

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