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A Study on Detection of Influential Observations on A Subset of Regression Parameters in Multiple Regression
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  • A Study on Detection of Influential Observations on A Subset of Regression Parameters in Multiple Regression
  • A Study on Detection of Influential Observations on A Subset of Regression Parameters in Multiple Regression
저자명
Park. Sung Hyun,Oh. Jin Ho
간행물명
한국통계학회 논문집
권/호정보
2002년|9권 2호|pp.521-531 (11 pages)
발행정보
한국통계학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

Various diagnostic techniques for identifying influential observations are mostly based on the deletion of a single observation. While such techniques can satisfactorily identify influential observations in many cases, they will not always be successful because of some mask effect. It is necessary, therefore, to develop techniques that examine the potentially influential effects of a subset of observations. The partial regression plots can be used to examine an influential observation for a single parameter in multiple linear regression. However, it is often desirable to detect influential observations for a subset of regression parameters when interest centers on a selected subset of independent variables. Thus, we propose a diagnostic measure which deals with detecting influential observations on a subset of regression parameters. In this paper, we propose a measure M, which can be effectively used for the detection of influential observations on a subset of regression parameters in multiple linear regression. An illustrated example is given to show how we can use the new measure M to identify influential observations on a subset of regression parameters.