Accession Number:

ADA170030

Title:

Detection of Outliers in Multivariate Linear Regression Model.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1986-04-01

Pagination or Media Count:

10.0

Abstract:

This article suggests multivariate kurtosis measure as a statistic for detection of outliers in a multivariate linear regression model. The statistics has some local optimal properties. Keywords Multivariate linear regression model Detection of outliers Multivariate kurtosis and Locally best invariant test.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE