Detection of influential observation in linear regression
RD Cook�- Technometrics, 1977 - Taylor & Francis
Technometrics, 1977•Taylor & Francis
A new measure based on confidence ellipsoids is developed for judging the contribution of
each data point to the determination of the least squares estimate of the parameter vector in
full rank linear regression models. It is shown that the measure combines information from
the studentized residuals and the variances of the residuals and predicted values. Two
examples are presented.
each data point to the determination of the least squares estimate of the parameter vector in
full rank linear regression models. It is shown that the measure combines information from
the studentized residuals and the variances of the residuals and predicted values. Two
examples are presented.
A new measure based on confidence ellipsoids is developed for judging the contribution of each data point to the determination of the least squares estimate of the parameter vector in full rank linear regression models. It is shown that the measure combines information from the studentized residuals and the variances of the residuals and predicted values. Two examples are presented.
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