Sankhya: The Indian Journal of Statistics
1994, Volume 56, Series A, Pt. 3 , pp. 500-511
IDENTIFYING THE LOCATION SHIFT OUTLIERS THAT MATTER
M. A. ALI, University of Bahrain
SUMMARY. In this article the effect of the outliers and the effect of deleting observations on the least squares estimate of the vector of unknown regression coefficients are assessed. Location shift outliers in a linear model are classified into two categories-moderate location shift outliers and the extreme location shift outliers. The impact of the moderate and extreme location shift outliers on Cook's (1977) distance is examined. Identification of the extreme location shift outliers is discussed. A simple example explaining our procedure is given.
AMS (1980) subject classification. 62J05.
Key words and phrases. Design matrix, mean squared error, non-central $F$ distribution, Cook's distance.
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