IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v136y2015icp95-107.html
   My bibliography  Save this article

Shift outliers in linear inference

Author

Listed:
  • Jensen, D.R.
  • Ramirez, D.E.

Abstract

Shifts in responses typically are obscured from users, so that regression proceeds as if unshifted. At issue is the infusion of such shifts into classical analysis. On projecting outliers into the “Regressor” and “Error” spaces of a model, findings here are that shifts in responses may account for shifts in the OLS solutions, or for inflated residuals, or both. These in turn impact estimation, prediction, and hypothesis tests, all of vital interest to users, and all considered here. Tools for identifying shifts are given. Case studies illustrate effects of shifts on regression, to include a reexamination of studies from the literature.

Suggested Citation

  • Jensen, D.R. & Ramirez, D.E., 2015. "Shift outliers in linear inference," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 95-107.
  • Handle: RePEc:eee:jmvana:v:136:y:2015:i:c:p:95-107
    DOI: 10.1016/j.jmva.2015.01.012
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X15000172
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.jmva.2015.01.012?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. D. R. Jensen & Y. V. Hui & P. M. Ghare, 1984. "Monitoring an Input-Output Model for Production. I. The Control Charts," Management Science, INFORMS, vol. 30(10), pages 1197-1206, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:136:y:2015:i:c:p:95-107. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.