Research Article
A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model
Table 3
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 | 50 | 100 | 100 | 50 | 0.0 | 0.0 | 0.3 | 32.3 | 0.0 | 40 | 45 | 95.6 | 100 | 55 | 4.4 | 0.0 | 0.0 | 19.2 | 0.0 | 100 | 20 | 95.2 | 100 | 80 | 4.4 | 0.0 | 1.0 | 18.7 | 0.0 | 200 | 20 | 96 | 100 | 80 | 4.0 | 0.0 | 2.4 | 13.6 | 0.0 |
| 10% | 20 | 0.0 | 90 | 100 | 100 | 10 | 0.0 | 0.0 | 26.7 | 1.5 | 40 | 25 | 82 | 99 | 75 | 18 | 1.0 | 0.0 | 17.5 | 1.0 | 100 | 30 | 84.4 | 97.4 | 70 | 13.6 | 2.6 | 1.0 | 17.0 | 1.0 | 200 | 30 | 88 | 98 | 70 | 12 | 2.0 | 2.0 | 9.4 | 1.5 |
| 15% | 20 | 0.0 | 77.2 | 100 | 100 | 22.8 | 0.0 | 0.0 | 26.7 | 0.0 | 40 | 14 | 84.2 | 94 | 86 | 15.8 | 6.0 | 0.0 | 18.6 | 2.5 | 100 | 14 | 79 | 94.2 | 86 | 21 | 5.8 | 0.0 | 15.0 | 2.0 | 200 | 7 | 82.1 | 98 | 93 | 17.9 | 2.0 | 1.5 | 6.5 | 2.0 |
| 20% | 20 | 0.0 | 75.3 | 99 | 100 | 24.7 | 1.0 | 0.0 | 16.7 | 0.0 | 40 | 12 | 67.9 | 93.3 | 88 | 32.1 | 6.7 | 0.0 | 11 | 2.5 | 100 | 10 | 63 | 93.1 | 90 | 37 | 6.9 | 0.0 | 10.0 | 2.0 | 200 | 8 | 70 | 97.1 | 92 | 30 | 2.9 | 1.0 | 8.0 | 1.5 |
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