期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2020
卷号：16
期号：3
页码：491-500
DOI：10.18187/pjsor.v16i3.2620
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：In a standard linear regression model the explanatory variables, , are considered to be fixed and hence assumed to be free from errors. But in reality, they are variables and consequently can be subjected to errors. In the regression literature there is a clear distinction between outlier in the - space or errors and the outlier in the X-space. The later one is popularly known as high leverage points. If the explanatory variables are subjected to gross error or any unusual pattern we call these observations as outliers in the - space or high leverage points. High leverage points often exert too much influence and consequently become responsible for misleading conclusion about the fitting of a regression model, causing multicollinearity problems, masking and/or swamping of outliers etc. Although a good number of works has been done on the identification of high leverage points in linear regression model, this is still a new and unsolved problem in linear functional relationship model. In this paper, we suggest a procedure for the identification of high leverage points based on deletion of a group of observations. The usefulness of the proposed method for the detection of multiple high leverage points is studied by some well-known data set and Monte Carlo simulations.
关键词：Errors in variable;Leverages;Masking;Swamping;Monte Carlo simulation
