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:: Volume 8, Issue 1 (9-2014) ::
JSS 2014, 8(1): 19-36 Back to browse issues page
Detecting Outliers in Liu Regression Model
Forough Hajibagheri , Abdolrahman Rasekh * , Mohammad Reza Akhoond
Abstract:   (17600 Views)
The instability of the least squares parameter estimates under collinearity, might also causes instability of the residuals. If so, a large residual from a least squares fit might not be indicative of an erratic data point, and conversely. In order to resolve the problem of collinearity in the regression model, biased estimators like the Liu estimator is suggested. In this paper, it is shown that when Liu mean shift regression is used to mitigate the effect of the collinearity, the influence of some observations can be drastically changed and also the appropriate statistic for testing outliers is derived. In order to illustrate the performance of the proposed method, a real example is presented.
Keywords: Liu Estimator, Outliers, Collinearity, Mean Shift Outliers Method
Full-Text [PDF 447 kb]   (3571 Downloads)    
Type of Study: Applied | Subject: Applied Statistics
Received: 2014/02/22 | Accepted: 2014/06/9 | Published: 2014/06/9
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Hajibagheri F, Rasekh A, Akhoond M R. Detecting Outliers in Liu Regression Model. JSS 2014; 8 (1) :19-36
URL: http://jss.irstat.ir/article-1-275-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 1 (9-2014) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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