Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points
<p>This paper presents a robust two-stage procedure for identification of outlying observations in regression analysis. The exploratory stage identifies leverage points and vertical outliers through a robust distance estimator based on Minimum Covariance Determinant (MCD). After deletion of th...
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| Format: | Article |
| Language: | English |
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Milano University Press
2014-01-01
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| Series: | Epidemiology, Biostatistics and Public Health |
| Online Access: | http://ebph.it/article/view/9094 |
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| _version_ | 1849703576825233408 |
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| author | Ettore Marubini Annalisa Orenti |
| author_facet | Ettore Marubini Annalisa Orenti |
| author_sort | Ettore Marubini |
| collection | DOAJ |
| description | <p>This paper presents a robust two-stage procedure for identification of outlying observations in regression analysis. The exploratory stage identifies leverage points and vertical outliers through a robust distance estimator based on Minimum Covariance Determinant (MCD). After deletion of these points, the confirmatory stage carries out an Ordinary Least Squares (OLS) analysis on the remaining subset of data and investigates the effect of adding back in the previously deleted observations. Cut-off points pertinent to different diagnostics are generated by bootstrapping and the cases are definitely labelled as good-leverage, bad-leverage, vertical outliers and typical cases. The procedure is applied to four examples.</p> |
| format | Article |
| id | doaj-art-184ddfab87c54014a5a2b8e447307ee2 |
| institution | DOAJ |
| issn | 2282-0930 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Milano University Press |
| record_format | Article |
| series | Epidemiology, Biostatistics and Public Health |
| spelling | doaj-art-184ddfab87c54014a5a2b8e447307ee22025-08-20T03:17:13ZengMilano University PressEpidemiology, Biostatistics and Public Health2282-09302014-01-0111310.2427/90948984Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off pointsEttore Marubini0Annalisa Orenti1University of MilanUniversity of Milan<p>This paper presents a robust two-stage procedure for identification of outlying observations in regression analysis. The exploratory stage identifies leverage points and vertical outliers through a robust distance estimator based on Minimum Covariance Determinant (MCD). After deletion of these points, the confirmatory stage carries out an Ordinary Least Squares (OLS) analysis on the remaining subset of data and investigates the effect of adding back in the previously deleted observations. Cut-off points pertinent to different diagnostics are generated by bootstrapping and the cases are definitely labelled as good-leverage, bad-leverage, vertical outliers and typical cases. The procedure is applied to four examples.</p>http://ebph.it/article/view/9094 |
| spellingShingle | Ettore Marubini Annalisa Orenti Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points Epidemiology, Biostatistics and Public Health |
| title | Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points |
| title_full | Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points |
| title_fullStr | Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points |
| title_full_unstemmed | Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points |
| title_short | Detecting outliers and/or leverage points: a robust two-stage procedure with bootstrap cut-off points |
| title_sort | detecting outliers and or leverage points a robust two stage procedure with bootstrap cut off points |
| url | http://ebph.it/article/view/9094 |
| work_keys_str_mv | AT ettoremarubini detectingoutliersandorleveragepointsarobusttwostageprocedurewithbootstrapcutoffpoints AT annalisaorenti detectingoutliersandorleveragepointsarobusttwostageprocedurewithbootstrapcutoffpoints |