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Finding Leverage Groups

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  • David E. Coleman

Abstract

A brief discussion of recent methods using the Hat Matrix for identifying leverage points, and clustering techniques for finding groups of data points is presented. The problem of identifying leverage groups is addressed, and a heuristic algorithm for identifying both leverage points and leverage groups is proposed. Semi-portable FORTRAN code implementing the algorithm, a sample terminal session, and a discussion of the terminal session are included.

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  • David E. Coleman, 1977. "Finding Leverage Groups," NBER Working Papers 0195, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberwo:0195
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    1. Hoaglin, David C. (David Caster), 1944- & Welsch, Roy E., 1977. "The hat matrix in regression and anova," Working papers 901-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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