DETECTION OF AN INFLUENTIAL OBSERVATION ON A SUBSET OF REGRESSION PARAMETERS IN MULTIPLE REGRESSION

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  • Park Sung H.
    Department of Computer Science and Statistics, Seoul National University
  • Wakimoto Kazumasa
    Department of Mathemaics and Statistics, Okayama University

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  • Detection of an Influential Observation

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The partial regression plots can be used to examine an influential observation for a single parameter in multiple regression. However, it is often desirable to detect an influential observation for a subset of regression parameters when interest centers on a selected subset of independent variables. Cook and Weisberg (1980) suggest a statistic which can be used for this purpose.<br>In this paper, first, the partial regression is redefined to include more than a single parameter and its properties are discussed. Next, using the partial regression model, two statistics are suggested to detect an influential observation on a subset of regression parameters. An example is illustrated to compare the proposed statistics with the statistic of Cook and Weisberg.

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