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:: Volume 26, Issue 1 (12-2021) ::
Andishe 2021, 26(1): 1-24 Back to browse issues page
Influential points Detection Methods for the Least Squares Method
Monireh Maanavi , Mahdi Roozbeh *
Semnan University
Abstract:   (1853 Views)

‎The method of least squares is a very simple‎, ‎practical and useful approach for estimating regression coefficients of the linear models‎. ‎This statistical method is used by users of different fields to provide the best unbiased linear estimator with the least variance‎. ‎Unfortunately‎, ‎this method will not have reliable output if outliers are present in the dataset‎, ‎as the collapse point (estimator consistency criterion) of this method is 0% ‎. ‎It is therefore important to identify these observations‎. Until now, ‎the various methods have been proposed to identify these observations‎. ‎In this article‎, the proposed methods are ‎reviewed ‎and ‎discussed in details‎‎‎. ‎Finally‎, ‎by presenting a simulation example‎, ‎we examine each of the proposed methods‎.

Keywords: Least Squares, Leverage point, Outliers, Outlier Detection
Full-Text [PDF 601 kb]   (1360 Downloads)    
Type of Study: Applicable | Subject: Special
Received: 2020/04/5 | Accepted: 2021/11/22 | Published: 2021/12/1
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Maanavi M, Roozbeh M. Influential points Detection Methods for the Least Squares Method. Andishe 2021; 26 (1) :1-24
URL: http://andisheyeamari.irstat.ir/article-1-791-en.html


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Volume 26, Issue 1 (12-2021) Back to browse issues page
مجله اندیشه آماری Andishe _ye Amari
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