Research Article
A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model
Table 2
Percentage of correctly identified BLPs, masking, and swamping for simulation data (
).
| Cont. level | | % Correct detection | % Masking | % Swamping | OLS-MD | LMS-RMD | MGt-DRGP | OLS-MD | LMS-RMD | MGt-DRGP | OLS-MD | LMS-RMD | MGt-DRGP |
| 5% | 20 | 75 | 100 | 100 | 25 | 0.0 | 0.0 | 5.0 | 15.5 | 0.0 | 40 | 50 | 100 | 100 | 60 | 0.0 | 0.0 | 2.2 | 14.8 | 0.0 | 100 | 56 | 100 | 100 | 44 | 0.0 | 0.0 | 0.0 | 6.40 | 0.0 | 200 | 40 | 100 | 100 | 60 | 0.0 | 0.0 | 0.9 | 4.60 | 0.0 |
| 10% | 20 | 50 | 100 | 100 | 50 | 0.0 | 0.0 | 5.0 | 10.0 | 0.0 | 40 | 50 | 90 | 100 | 60 | 10 | 0.0 | 0.0 | 17.5 | 0.0 | 100 | 30 | 87.3 | 100 | 70 | 12.7 | 0.0 | 0.0 | 5.0 | 1.2 | 200 | 30 | 92.3 | 100 | 70 | 7.7 | 0.0 | 1.0 | 4.0 | 1.0 |
| 15% | 20 | 0.0 | 100 | 100 | 100 | 0.0 | 0.0 | 5.0 | 10.0 | 0.0 | 40 | 16.7 | 66.7 | 97.0 | 83.3 | 33.3 | 3.0 | 0.0 | 15.0 | 0.0 | 100 | 13.3 | 70 | 96.2 | 86.7 | 30.0 | 3.8 | 0.0 | 7.30 | 1.1 | 200 | 23.3 | 85 | 99 | 76.7 | 15.0 | 1.0 | 0.0 | 2.0 | 1.5 |
| 20% | 20 | 0.0 | 50 | 100 | 80 | 50 | 0.0 | 5.0 | 23.0 | 0.0 | 40 | 12.5 | 62.5 | 95.7 | 81.5 | 38.5 | 4.3 | 0.0 | 15.0 | 2.1 | 100 | 15 | 67 | 97.1 | 85 | 33.0 | 2.9 | 0.0 | 8.20 | 0.8 | 200 | 20 | 82 | 98.1 | 80 | 18 | 1.9 | 1.0 | 3.70 | 0.5 |
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