Fast and robust diagnostic technique for the detection of high leverage points
High Leverage Points (HLPs) are outlying observations in the X -directions. It is very imperative to detect HLPs because the computed values of various estimates are affected by their presence. It is now evident that Diagnostic Robust Generalized Potential which is based on the Minimum Volume Ellips...
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| Format: | Article |
| Language: | English |
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Universiti Putra Malaysia Press
2020
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| Online Access: | http://psasir.upm.edu.my/id/eprint/62705/ http://psasir.upm.edu.my/id/eprint/62705/1/ROBUST.pdf |
| _version_ | 1848854651920711680 |
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| author | Midi, Habshah Hendi, Hasan Talib Arasan, Jayanthi Uraibi, Hassan Sami |
| author_facet | Midi, Habshah Hendi, Hasan Talib Arasan, Jayanthi Uraibi, Hassan Sami |
| author_sort | Midi, Habshah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | High Leverage Points (HLPs) are outlying observations in the X -directions. It is very imperative to detect HLPs because the computed values of various estimates are affected by their presence. It is now evident that Diagnostic Robust Generalized Potential which is based on the Minimum Volume Ellipsoid (DRGP(MVE)) is capable of detecting multiple HLPs. However, it takes very long computational running times. Another diagnostic
measure which is based on Index Set Equality denoted as DRGP(ISE) is put forward with the main aim of reducing its running time. Nonetheless, it is computationally not stable and still suffers from masking and swamping effects. Hence, in this paper, we propose another version of diagnostic measure which is based on Reweighted Fast Consistent and High Breakdown (RFCH) estimators. We call this measure Diagnostic Robust Generalized Potential based on RFCH and it is denoted by DRGP(RFCH). The results of simulation study and real data indicate that our proposed method outperformed the other two methods in term of having the least computing time, highest percentage of correct detection of HLPs and smallest percentage of swamping and masking effects
compared to the DRGP(MVE) and DRGP (ISE). |
| first_indexed | 2025-11-15T11:13:16Z |
| format | Article |
| id | upm-62705 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T11:13:16Z |
| publishDate | 2020 |
| publisher | Universiti Putra Malaysia Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-627052021-08-17T23:01:15Z http://psasir.upm.edu.my/id/eprint/62705/ Fast and robust diagnostic technique for the detection of high leverage points Midi, Habshah Hendi, Hasan Talib Arasan, Jayanthi Uraibi, Hassan Sami High Leverage Points (HLPs) are outlying observations in the X -directions. It is very imperative to detect HLPs because the computed values of various estimates are affected by their presence. It is now evident that Diagnostic Robust Generalized Potential which is based on the Minimum Volume Ellipsoid (DRGP(MVE)) is capable of detecting multiple HLPs. However, it takes very long computational running times. Another diagnostic measure which is based on Index Set Equality denoted as DRGP(ISE) is put forward with the main aim of reducing its running time. Nonetheless, it is computationally not stable and still suffers from masking and swamping effects. Hence, in this paper, we propose another version of diagnostic measure which is based on Reweighted Fast Consistent and High Breakdown (RFCH) estimators. We call this measure Diagnostic Robust Generalized Potential based on RFCH and it is denoted by DRGP(RFCH). The results of simulation study and real data indicate that our proposed method outperformed the other two methods in term of having the least computing time, highest percentage of correct detection of HLPs and smallest percentage of swamping and masking effects compared to the DRGP(MVE) and DRGP (ISE). Universiti Putra Malaysia Press 2020 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/62705/1/ROBUST.pdf Midi, Habshah and Hendi, Hasan Talib and Arasan, Jayanthi and Uraibi, Hassan Sami (2020) Fast and robust diagnostic technique for the detection of high leverage points. Pertanika Journal of Science and Technology, 28 (4). pp. 1203-1220. ISSN 0128-7680; ESSN: 2231-8526 http://www.pertanika.upm.edu.my/pjst/browse/regular-issue?article=JST-2010-2020 10.47836/pjst.28.4.05 |
| spellingShingle | Midi, Habshah Hendi, Hasan Talib Arasan, Jayanthi Uraibi, Hassan Sami Fast and robust diagnostic technique for the detection of high leverage points |
| title | Fast and robust diagnostic technique for the detection of high leverage points |
| title_full | Fast and robust diagnostic technique for the detection of high leverage points |
| title_fullStr | Fast and robust diagnostic technique for the detection of high leverage points |
| title_full_unstemmed | Fast and robust diagnostic technique for the detection of high leverage points |
| title_short | Fast and robust diagnostic technique for the detection of high leverage points |
| title_sort | fast and robust diagnostic technique for the detection of high leverage points |
| url | http://psasir.upm.edu.my/id/eprint/62705/ http://psasir.upm.edu.my/id/eprint/62705/ http://psasir.upm.edu.my/id/eprint/62705/ http://psasir.upm.edu.my/id/eprint/62705/1/ROBUST.pdf |