Detection of Influential Observation in Linear Regression
1977/02/01 by R. Dennis Cook · 4,772 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Multi-Criteria Decision Making #Statistical and numerical algorithms
paper · doi:10.1080/00401706.1977.10489493
published in Technometrics 19(1), 15-18 (Informa UK Limited)
crossref issued 1977/02/01 · crossref published 1977/02/01 · crossref published-print 1977/02/01 · crossref published-online 2015/11/01 · crossref created 2015/11/30 · crossref deposited 2017/06/24 · crossref indexed 2026/08/06
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.
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