Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

Influential Observations in Linear Regression

R. Dennis Cook
Journal of the American Statistical Association
Vol. 74, No. 365 (Mar., 1979), pp. 169-174
DOI: 10.2307/2286747
Stable URL: http://www.jstor.org/stable/2286747
Page Count: 6
  • Download ($14.00)
  • Cite this Item
Influential Observations in Linear Regression
Preview not available

Abstract

Characteristics of observations which cause them to be influential in a least squares analysis are investigated and related to residual variances, residual correlations, and the convex hull of the observed values of the independent variables. It is shown how deleting an observation can substantially alter an analysis by changing the partial F-tests, the studentized residuals, the residual variances, the convex hull of the independent variables, and the estimated parameter vector. Outliers are discussed briefly, and an example is presented.

Page Thumbnails

  • Thumbnail: Page 
169
    169
  • Thumbnail: Page 
170
    170
  • Thumbnail: Page 
171
    171
  • Thumbnail: Page 
172
    172
  • Thumbnail: Page 
173
    173
  • Thumbnail: Page 
174
    174