Robust Diagnostics for Rank-Based Inference

Abstract

Diagnostics based on robust R-estimates of regression coefficients are developed. These methods are not as sensitive to influential points as least squares diagnostics. In data sets with several influential points, diagnostics based on a robust fit have a greater chance of detecting interesting cases for further inspection. Robust analogues of the internal and external t statistics, DFFITS, DCOOK, and DFBETAS are developed and illustrated on two date sets. Keywords: Linear models, Statistical data, Tables data.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1988
Accession Number
ADA199834

Entities

People

  • Joseph W. Mckean
  • Simon J. Sheather
  • Thomas P. Hettmansperger

Organizations

  • Pennsylvania State University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Asymptotic Normality
  • Covariance
  • Data Analysis
  • Data Mining
  • Data Science
  • Data Sets
  • Distribution Functions
  • Distribution Theory
  • Estimators
  • Information Science
  • Models
  • New York
  • Normal Distribution
  • Statistical Algorithms
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference