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Detecting InfuentialOutliers in Linear

RegressionSTAT 6120 Project

7/26/2019 Stat 6120 Project

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Denitions

Johnson Johnson! 1""2# $enes an outlier as anobservation in a data set which appears to beinconsistent with the remainder of that set of data%

Outliers can &e cause$ &' incorrect (easure(ents!

inclu$ing $ata entr' errors! or &' co(ing )ro( a$i*erent +o+ulation than the rest o) the $ata%

Outliers cause a negati,e e*ect on $ata anal'sis%Os&o(e an$

O,er&a' 200- # categori.e$ the e*ects o) outliers/

1% Outliers increase error ,ariance an$ re$uce the +oer o) statistical tests

2% The' can a$,ersel' &ias or infuence esti(ates that researchers areintereste$ in

7/26/2019 Stat 6120 Project

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Re,ie o) etho$s )or DetectingOutliers

Se,eral techniues are in use )or$etecting outliers% These inclu$eLe,erage 3alues! 4oo5s Distance

an$ 4o,ariance Ratio%

7/26/2019 Stat 6120 Project

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Linear Regression o$el

4onsi$er the (o$el

7 8 9: ; e

here 7 is an n < 1 ,ector o)o&ser,ations! 9 is an n < + )ull ran5(atri< o) 5non constants! : is an n