The performance of robust-diagnostic F in the identification of multiple high leverage points
High leverage points have undue effects on the Least Square estimates. They are responsible for misleading conclusions in regression and multicollinearity problems. Hence, it is imperative to detect high leverage points and use robust estimators to estimate the parameters of a regression model, so a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Pakistan Journal of Statistics
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/46660/ http://psasir.upm.edu.my/id/eprint/46660/1/The%20performance%20of%20robust-diagnostic%20F%20in%20the%20identification%20of%20multiple%20high%20leverage%20points.pdf |
| _version_ | 1848850709708013568 |
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| author | Midi, Habshah Abu Bakar, Nor Mazlina |
| author_facet | Midi, Habshah Abu Bakar, Nor Mazlina |
| author_sort | Midi, Habshah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | High leverage points have undue effects on the Least Square estimates. They are responsible for misleading conclusions in regression and multicollinearity problems. Hence, it is imperative to detect high leverage points and use robust estimators to estimate the parameters of a regression model, so as to arrive at valid conclusions. Several well-known methods have failed to detect multiple high leverage points correctly because of the swamping and/or masking effects. The Diagnostic Robust Generalized Potential (DRGP), is an appealing alternative method that successfully detects high leverage points correctly. However, for small percentages of high leverage points, it has the tendency to identify few low leverage points to be points of high leverage. In this paper, an attempt is made to correctly identify real high leverage point by reducing swamping effects. We propose a method we call Robust Diagnostic-F (RDF), in which robust approach is employed to detect the suspected high leverage points. Then, F statistics that relates the change in data covariance structure is used to confirm the suspicion. The performance of RDF is evaluated through real data and simulations. Comparisons are also made with existing methods. |
| first_indexed | 2025-11-15T10:10:36Z |
| format | Article |
| id | upm-46660 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:10:36Z |
| publishDate | 2015 |
| publisher | Pakistan Journal of Statistics |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-466602018-03-30T07:37:32Z http://psasir.upm.edu.my/id/eprint/46660/ The performance of robust-diagnostic F in the identification of multiple high leverage points Midi, Habshah Abu Bakar, Nor Mazlina High leverage points have undue effects on the Least Square estimates. They are responsible for misleading conclusions in regression and multicollinearity problems. Hence, it is imperative to detect high leverage points and use robust estimators to estimate the parameters of a regression model, so as to arrive at valid conclusions. Several well-known methods have failed to detect multiple high leverage points correctly because of the swamping and/or masking effects. The Diagnostic Robust Generalized Potential (DRGP), is an appealing alternative method that successfully detects high leverage points correctly. However, for small percentages of high leverage points, it has the tendency to identify few low leverage points to be points of high leverage. In this paper, an attempt is made to correctly identify real high leverage point by reducing swamping effects. We propose a method we call Robust Diagnostic-F (RDF), in which robust approach is employed to detect the suspected high leverage points. Then, F statistics that relates the change in data covariance structure is used to confirm the suspicion. The performance of RDF is evaluated through real data and simulations. Comparisons are also made with existing methods. Pakistan Journal of Statistics 2015 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/46660/1/The%20performance%20of%20robust-diagnostic%20F%20in%20the%20identification%20of%20multiple%20high%20leverage%20points.pdf Midi, Habshah and Abu Bakar, Nor Mazlina (2015) The performance of robust-diagnostic F in the identification of multiple high leverage points. Pakistan Journal of Statistics, 31 (5). pp. 461-472. ISSN 1012-9367 http://www.pakjs.com |
| spellingShingle | Midi, Habshah Abu Bakar, Nor Mazlina The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title | The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title_full | The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title_fullStr | The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title_full_unstemmed | The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title_short | The performance of robust-diagnostic F in the identification of multiple high leverage points |
| title_sort | performance of robust-diagnostic f in the identification of multiple high leverage points |
| url | http://psasir.upm.edu.my/id/eprint/46660/ http://psasir.upm.edu.my/id/eprint/46660/ http://psasir.upm.edu.my/id/eprint/46660/1/The%20performance%20of%20robust-diagnostic%20F%20in%20the%20identification%20of%20multiple%20high%20leverage%20points.pdf |