Outlier Detection in Ridge Regression Model Under Stochastic Linear Restrictions

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RASEKH ABDOLRAHMAN; MANSOURI BEHZAD; Hedayatpoor Narges

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2019 | Volume:13 | Issue:1 Page(s): 117-137

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Title

Outlier Detection in Ridge Regression Model Under Stochastic Linear Restrictions

Author(s)

RASEKH ABDOLRAHMAN | MANSOURI BEHZAD | Hedayatpoor Narges | Issue Writer Certificate

Keywords

CollinearityQ1

Ridg RegressionQ1

Ridg Regression under Linear RestrictionQ1

OutlierQ1

Mean Shift MethodQ1

Abstract

The study of regression diagnostic, including identification of the influential observations and Outliers, is of particular importance. The sensitivity of least squares estimators to the Outliers and influential observations lead to extending the regression diagnostic in order to provide criteria to assess the anomalous observations. Detecting influential observations and Outliers in the presence of Collinearity is a complicated task, in the sense that Collinearity may cover some of the unusual data. One of the considerable methods to identify Outliers is the mean shift Outliers method. In this article, we extend the mean shift Outliers method to the ridge estimates under linear stochastic restrictions, which is used to reduce the effect of Collinearity, and to provide the test statistic to identify the Outliers in these estimators. Finally, we show the ability of our proposed method using a practical example of real data.

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APA: Copy

RASEKH, ABDOLRAHMAN, MANSOURI, BEHZAD, & Hedayatpoor, Narges. (2019). Outlier Detection in Ridge Regression Model Under Stochastic Linear Restrictions. JOURNAL OF STATISTICAL SCIENCES, 13(1 ), 117-137. SID. https://sid.ir/paper/124129/en

Vancouver: Copy

RASEKH ABDOLRAHMAN, MANSOURI BEHZAD, Hedayatpoor Narges. Outlier Detection in Ridge Regression Model Under Stochastic Linear Restrictions. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2019;13(1 ):117-137. Available from: https://sid.ir/paper/124129/en

IEEE: Copy

ABDOLRAHMAN RASEKH, BEHZAD MANSOURI, and Narges Hedayatpoor, “Outlier Detection in Ridge Regression Model Under Stochastic Linear Restrictions,” JOURNAL OF STATISTICAL SCIENCES, vol. 13, no. 1 , pp. 117–137, 2019, [Online]. Available: https://sid.ir/paper/124129/en

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