Research Article
A New Robust Diagnostic Plot for Classifying Good and Bad High Leverage Points in a Multiple Linear Regression Model
Table 6
The regression estimates, standard errors (in the brackets), and PCE for the second modified Artificial data set.
|
Variables |
Full data | Regular data | Remove only the suspect BLP detected by OLS-MD plot cases | Remove only the suspect BLP detected by LMS-RMD plot cases , , , , , , and | Remove only the suspect BLP detected by MGt-DRGP plot cases , , and | Estimate | PCE | Estimate | PCE | Estimate | PCE |
| | 1.026 (1.412) | 0.889 (1.292) | 13.35 8.50 | 0.217 (0.319) | 78.85 77.41 | −0.377 (0.196) | 136.74 86.12 | | −0.865 (1.457) | −0.934 (1.332) | 7.98 8.58 | −0.190 (0.326) | 78.03 77.63 | 0.421 (0.203) | 148.67 86.07 | Constant | 1.185 (0.549) | 1.243 (0.502) | 4.89 8.56 | 0.545 (0.080) | 54.01 85.43 | 0.431 (0.078) | 63.63 85.79 |
| Observation | 20 | 19 | | 13 | | 17 | | | 0.067 | 0.030 | 55.22 | 0.149 | 122.39 | 0.264 | 294.03 | Residual SE | 1.817 (df = 17) | 1.661 (df = 16) | 8.59 | 0.204 (df = 10) | 88.77 | 0.236 (df = 14) | 87.01 | -statistics | 0.614 | 0.246 | 59.93 | 0.874 | 42.35 | 2.513 | 309.28 |
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Note: ; .
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