Estimation effects on powers of two simple test statistics in identifying an outlier in linear models

DOI10.1080/10629360600609901zbMath1113.62085OpenAlexW2059748913MaRDI QIDQ3446977

David P. T. Chu, Wasimul Bari, Brajendra Chandra Sutradhar

Publication date: 27 June 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600609901

zbMATH Keywords

\(p\)-valuesdesign matrixleast squares and robust estimateslocation of outlierspseudo-\(F\) statisticssize and power of testsvariance-inflated outliers

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Robust inferences in longitudinal models for binary and count panel data in the presence of outliers ⋮ On Bias Reduction in Robust Inference for Generalized Linear Models

Cites Work

• Rejecting Outliers by Maximum Normed Residual
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• Testing for a Single Outlier from a General Linear Regression
• Tables of the Bonferroni t Statistic
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• Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models
• Testing for a Single Outlier in a Linear Model
• Rejecting Outliers in Factorial Designs
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• On asymptotically optimal tests of composite hypotheses
• The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression

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