期刊名称：SORT-Statistics and Operations Research Transactions
印刷版ISSN：2013-8830
出版年度：2015
卷号：39
期号：1
页码：51-70
语种：English
出版社：SORT- Statistics and Operations Research Transactions
摘要：High leverage collinearity influential observations are those high leverage points that change the multicollinearity pattern of a data. It is imperative to identify these points as they are responsible for misleading inferences on the fitting of a regression model. Moreover, identifying these observations may help statistics practitioners to solve the problem of multicollinearity, which is caused by high leverage points. A diagnostic plot is very useful for practitioners to quickly capture abnormalities in a data. In this paper, we propose new diagnostic plots to identify high leverage collinearity influential observations. The merit of our proposed diagnostic plots is confirmed by some well-known examples and Monte Carlo simulations.
