Fast improvised influential distance for the identification of influential observations in multiple linear regression
Influential observations (IO) are those observations that are responsible for misleading conclusions about the fitting of a multiple linear regression model. The existing IO identification methods such as influential distance (ID) is not very successful in detecting IO. It is suspected that the ID e...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2021
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| Online Access: | http://journalarticle.ukm.my/17568/ http://journalarticle.ukm.my/17568/1/22.pdf |
| _version_ | 1848814345846259712 |
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| author | Habshah Midi, Muhammad Sani, Shelan Saied Ismaeel, Jayanthi Arasan, |
| author_facet | Habshah Midi, Muhammad Sani, Shelan Saied Ismaeel, Jayanthi Arasan, |
| author_sort | Habshah Midi, |
| building | UKM Institutional Repository |
| collection | Online Access |
| description | Influential observations (IO) are those observations that are responsible for misleading conclusions about the fitting of a multiple linear regression model. The existing IO identification methods such as influential distance (ID) is not very successful in detecting IO. It is suspected that the ID employed inefficient method with long computational running time for the identification of the suspected IO at the initial step. Moreover, this method declares good leverage observations as IO, resulting in misleading conclusion. In this paper, we proposed fast improvised influential distance (FIID) that can successfully identify IO, good leverage observations, and regular observations with shorter computational running time. Monte Carlo simulation study and real data examples show that the FIID correctly identify genuine IO in multiple linear regression model with no masking and a negligible swamping rate. |
| first_indexed | 2025-11-15T00:32:37Z |
| format | Article |
| id | oai:generic.eprints.org:17568 |
| institution | Universiti Kebangasaan Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T00:32:37Z |
| publishDate | 2021 |
| publisher | Penerbit Universiti Kebangsaan Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | oai:generic.eprints.org:175682021-11-15T03:49:46Z http://journalarticle.ukm.my/17568/ Fast improvised influential distance for the identification of influential observations in multiple linear regression Habshah Midi, Muhammad Sani, Shelan Saied Ismaeel, Jayanthi Arasan, Influential observations (IO) are those observations that are responsible for misleading conclusions about the fitting of a multiple linear regression model. The existing IO identification methods such as influential distance (ID) is not very successful in detecting IO. It is suspected that the ID employed inefficient method with long computational running time for the identification of the suspected IO at the initial step. Moreover, this method declares good leverage observations as IO, resulting in misleading conclusion. In this paper, we proposed fast improvised influential distance (FIID) that can successfully identify IO, good leverage observations, and regular observations with shorter computational running time. Monte Carlo simulation study and real data examples show that the FIID correctly identify genuine IO in multiple linear regression model with no masking and a negligible swamping rate. Penerbit Universiti Kebangsaan Malaysia 2021-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/17568/1/22.pdf Habshah Midi, and Muhammad Sani, and Shelan Saied Ismaeel, and Jayanthi Arasan, (2021) Fast improvised influential distance for the identification of influential observations in multiple linear regression. Sains Malaysiana, 50 (7). pp. 2085-2094. ISSN 0126-6039 https://www.ukm.my/jsm/malay_journals/jilid50bil7_2021/KandunganJilid50Bil7_2021.html |
| spellingShingle | Habshah Midi, Muhammad Sani, Shelan Saied Ismaeel, Jayanthi Arasan, Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title | Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title_full | Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title_fullStr | Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title_full_unstemmed | Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title_short | Fast improvised influential distance for the identification of influential observations in multiple linear regression |
| title_sort | fast improvised influential distance for the identification of influential observations in multiple linear regression |
| url | http://journalarticle.ukm.my/17568/ http://journalarticle.ukm.my/17568/ http://journalarticle.ukm.my/17568/1/22.pdf |