Regression: Identifying Good and Bad Leverage Points

  •  Rand R. Wilcox    
  •  Lai Xu    


When dealing with regression, a well known concern is that a few bad leverage points can result in a poor fit to the bulk of the data. This is the case even when using various robust estimators, which is known as contamination bias. Currently, a relatively e ective method for detecting bad leverage points is based in part on the least median of squares regression estimator. This note suggests a modification of this method that is better able to detect bad leverage points. The modification also provides a substantially better technique for dealing with contamination bias.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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