Case-deletion diagnostics for testing a linear hypothesis about regression coefficients

We study the influence of observations on testing a linear hypothesis using single and multiple case-deletions. The change in the F-test statistic due to case-deletions is shown to be completely determined by two externally Studentized residuals. These residuals are used for investigating the outlyi...

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Veröffentlicht in:Journal of applied mathematics & computing 2002-09, Vol.10 (1-2), p.111-118
1. Verfasser: Kim, Myung Geun
Format: Artikel
Sprache:eng
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Zusammenfassung:We study the influence of observations on testing a linear hypothesis using single and multiple case-deletions. The change in the F-test statistic due to case-deletions is shown to be completely determined by two externally Studentized residuals. These residuals are used for investigating the outlyingness when there are linear constraints or not. An illustrative example is given. It shows the usefulness of case-deletions.
ISSN:1598-5865
1865-2085
DOI:10.1007/BF02936210