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Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model

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Abstract

High leverage points have tremendous effect in linear regression analysis. When a group of high leverage points is present in a dataset, the existing detection methods fail to detect them correctly. This problem is due to the masking and swamping effects. We propose the Diagnostic Robust Generalized Potentials Based on Index Set Equality (DRGP(ISE)) in this regard. The DRGP(ISE) takes off from the Diagnostic Robust Generalized Potential Based on Minimum Volume Ellipsoid (DRGP(MVE)). However, the running time of ISE is much faster than MVE. Monte Carlo simulation study and numerical data indicate that DRGP(ISE) works excellently to detect the actual high leverage points and reduce masking and swamping effects in a linear model.

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Authors and Affiliations

  1. Faculty of Applied Science and Foundation Studies, Infrastructure University Kuala Lumpur, Jalan Ikram-Uniten, 43000, Kajang, Selangor, Malaysia

    Hock Ann Lim

  2. Mathematics Department, Faculty of Science, University Putra Malaysia, 43300, Serdang, Selangor, Malaysia

    Habshah Midi

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  1. Hock Ann Lim
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  2. Habshah Midi
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Correspondence to Hock Ann Lim.

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Lim, H.A., Midi, H. Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model. Comput Stat 31, 859–877 (2016). https://doi.org/10.1007/s00180-016-0662-6

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  • DOI: https://doi.org/10.1007/s00180-016-0662-6

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