Detection of influential observations in multivariate regression
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Journal of Applied Statistics
- Vol. 16 (1) , 25-37
- https://doi.org/10.1080/02664768900000004
Abstract
Several methods have been suggested, in the literature, to detect influential observations from the data fitting usual linear model y=X∗∗∗+∗∗∗, ∗∗∗∽N(0, ∗∗∗2I). Recently, Chatterjee & Hadi (1986) have reviewed most of these available methods and described the inter-relationships between them. In this article, we extend some of these methods to the case of multivariate regression data. We consider several data sets to illustrate the methods.Keywords
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