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The effect of influential outliers on parameter estimation in regression analysis (1992)

Hatch, John P. ; Prihoda, Thomas J.

Springer

Applied psychophysiology and biofeedback 17 (1992), S. 153-156

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ISSN: 1573-3270

Keywords: influential observations ; data analysis ; regression analysis ; statistics

Source: Springer Online Journal Archives 1860-2000

Topics: Medicine

Notes: Abstract A comment is made on an article recently published in this journal by Borgeat, Elie, and Castonguay (1991). It is noted that the raw data contained an outlier which is shown to have had a large influence on their estimation of the regression coefficient. Analysis of the data using a nonparametric statistic that is optimal for long-tailed distributions showed that the true regression coefficient is probably smaller than that reported. Other approaches to the analysis of data containing influential outliers are discussed.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01000105

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