Size and power of tests for regression outliers in the Forward Search
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.
TORTI Francesca;
PERROTTA Domenico;
2011-09-29
Springer Verlag
JRC56150
978-3-642-11362-8,
https://publications.jrc.ec.europa.eu/repository/handle/JRC56150,
10.1007/978-3-642-11363-5,
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