A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model
Joint Authors
Midi, Habshah
Alguraibawi, Mohammed
Imon, A. H. M. Rahmatullah
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-11-10
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Identification of high leverage point is crucial because it is responsible for inaccurate prediction and invalid inferential statement as it has a larger impact on the computed values of various estimates.
It is essential to classify the high leverage points into good and bad leverage points because only the bad leverage points have an undue effect on the parameter estimates.
It is now evident that when a group of high leverage points is present in a data set, the existing robust diagnostic plot fails to classify them correctly.
This problem is due to the masking and swamping effects.
In this paper, we propose a new robust diagnostic plot to correctly classify the good and bad leverage points by reducing both masking and swamping effects.
The formulation of the proposed plot is based on the Modified Generalized Studentized Residuals.
We investigate the performance of our proposed method by employing a Monte Carlo simulation study and some well-known data sets.
The results indicate that the proposed method is able to improve the rate of detection of bad leverage points and also to reduce swamping and masking effects.
American Psychological Association (APA)
Alguraibawi, Mohammed& Midi, Habshah& Imon, A. H. M. Rahmatullah. 2015. A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1073394
Modern Language Association (MLA)
Alguraibawi, Mohammed…[et al.]. A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model. Mathematical Problems in Engineering No. 2015 (2015), pp.1-12.
https://search.emarefa.net/detail/BIM-1073394
American Medical Association (AMA)
Alguraibawi, Mohammed& Midi, Habshah& Imon, A. H. M. Rahmatullah. A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-12.
https://search.emarefa.net/detail/BIM-1073394
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1073394