Title: Size and power of tests for regression outliers in the Forward Search
Authors: TORTI FrancescaPERROTTA Domenico
Publisher: Springer Verlag
Publication Year: 2011
JRC N°: JRC56150
ISBN: 978-3-642-11362-8
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC56150
DOI: 10.1007/978-3-642-11363-5
Type: Articles in books
Abstract: The Forward Search is a method for detecting subsets and masked outliers and for determining their effect on models fitted to the data. We have estimated the actual statistical size and power of the Forward Search test in the regression context through a large number of simulations, for a wide set of sample sizes and some possible dimensions. Special attention is given here to the statistical size. The work confirms for regression the excellent Forward Search properties shown in the clustering context by Riani et al. 2009.
JRC Institute:Institute for the Protection and Security of the Citizen

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