IDEAS home Printed from https://ideas.repec.org/p/cte/werepe/2798.html
   My bibliography  Save this paper

The detection of influential subsets in linear regression using an influence matrix

Author

Listed:
  • Peña, Daniel
  • Yohai, Víctor J.

Abstract

This paper presents a new method to identify influential subsets in linear regression problems. The procedure uses the eigenstructure of an influence matrix which is defined as the matrix of uncentered covariance of the effect on the whole data set of deleting each observation, normalized to include the univariate Cook's statistics in the diagonal. It is shown that points in an influential subset will appear with large weight in at least one of the eigenvector linked to the largest eigenvalues in this influence matrix. The method is illustrated with several well-known examples in the literature, and in all of them it succeeds in identifying the relevant influential subsets.

Suggested Citation

  • Peña, Daniel & Yohai, Víctor J., 1991. "The detection of influential subsets in linear regression using an influence matrix," UC3M Working papers. Economics 2798, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2798
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/bitstream/handle/10016/2798/we9115.pdf?sequence=1
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gregorio R. Serrano García, 1994. "Estadísticos para la detección de observaciones anómalas en modelos de elección binaria: una aplicación con datos reales," Documentos de Trabajo del ICAE 9403, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

    More about this item

    Keywords

    Eigenvectors;

    Statistics

    Access and download statistics

    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:cte:werepe:2798. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Ana Poveda (email available below). General contact details of provider: http://www.eco.uc3m.es/ .

    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.