IDEAS home Printed from https://ideas.repec.org/p/cte/werepe/2841.html
   My bibliography  Save this paper

Comparing probabilistic methods for outlier detection

Author

Listed:
  • Peña, Daniel
  • Guttman, Irwin

Abstract

This paper compares the use of two posterior probability methods to deal with outliers in linear models. We show that putting together diagnostics that come from the mean-shift and variance-shift models yields a procedure that seems to be more effective than the use of probabilities computed from the posterior distributions of actual realized residuals. The relation of the suggested procedure to the use of a certain predictive distribution for diagnostics is derived.

Suggested Citation

  • Peña, Daniel & Guttman, Irwin, 1992. "Comparing probabilistic methods for outlier detection," UC3M Working papers. Economics 2841, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2841
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/bitstream/handle/10016/2841/we9232.pdf?sequence=1
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Diagnostic;

    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:2841. 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.