Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression

High leverage points in the data set have massive effect in linear regression. Identifications of high leverage points (HLP) is very important due to their effect of causing wrong conclusion in regression model. The Diagnostic Robust Generalized Potential based on Index Set Equality IDRGP (ISE) is v...

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Main Authors: Midi, Habshah, Ismaeel, Shelan Saied
Format: Article
Language:English
Published: 2018
Online Access:http://psasir.upm.edu.my/id/eprint/72736/
http://psasir.upm.edu.my/id/eprint/72736/1/Fast%20improvised%20diagnostic%20robust%20.pdf
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author Midi, Habshah
Ismaeel, Shelan Saied
author_facet Midi, Habshah
Ismaeel, Shelan Saied
author_sort Midi, Habshah
building UPM Institutional Repository
collection Online Access
description High leverage points in the data set have massive effect in linear regression. Identifications of high leverage points (HLP) is very important due to their effect of causing wrong conclusion in regression model. The Diagnostic Robust Generalized Potential based on Index Set Equality IDRGP (ISE) is very successful in identifying high leverage points with less running time. However, it still reveals smaller rate of masking and swamping. A fast Improvised method for the identification of High Leverage Point is proposed to reduce the effect of swamping and masking at a faster rate of running time. The results of the simulation study show the merit of our proposed method.
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institution Universiti Putra Malaysia
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publishDate 2018
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spelling upm-727362021-01-30T01:47:11Z http://psasir.upm.edu.my/id/eprint/72736/ Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression Midi, Habshah Ismaeel, Shelan Saied High leverage points in the data set have massive effect in linear regression. Identifications of high leverage points (HLP) is very important due to their effect of causing wrong conclusion in regression model. The Diagnostic Robust Generalized Potential based on Index Set Equality IDRGP (ISE) is very successful in identifying high leverage points with less running time. However, it still reveals smaller rate of masking and swamping. A fast Improvised method for the identification of High Leverage Point is proposed to reduce the effect of swamping and masking at a faster rate of running time. The results of the simulation study show the merit of our proposed method. 2018 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/72736/1/Fast%20improvised%20diagnostic%20robust%20.pdf Midi, Habshah and Ismaeel, Shelan Saied (2018) Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression. Journal of Statistics and Management System, 21 (6). 1003 - 1019. ISSN 0972-0510; ESSN: 2169-0014 https://www.tandfonline.com/doi/abs/10.1080/09720510.2018.1466443 10.1080/09720510.2018.1466443
spellingShingle Midi, Habshah
Ismaeel, Shelan Saied
Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title_full Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title_fullStr Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title_full_unstemmed Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title_short Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
title_sort fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
url http://psasir.upm.edu.my/id/eprint/72736/
http://psasir.upm.edu.my/id/eprint/72736/
http://psasir.upm.edu.my/id/eprint/72736/
http://psasir.upm.edu.my/id/eprint/72736/1/Fast%20improvised%20diagnostic%20robust%20.pdf