Abstract
Some diagnostics based on R-estimates of regression coefficients are developed. R-estimates are not as sensitive to outliers in the Y -space as least squares estimates. In data sets with several such outliers, the R-diagnostics have a greater chance of detecting these outliers. Robust analogues of the external t-statistic and DFFITS are developed.
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Mckean, J.W., Sheather, S.J., Hettmansperger, T.P. (1991). Regression Diagnostics for Rank-Based Methods II. In: Directions in Robust Statistics and Diagnostics. The IMA Volumes in Mathematics and its Applications, vol 34. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4444-8_2
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DOI: https://doi.org/10.1007/978-1-4612-4444-8_2
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